Journal of the Korean Statistical Society
- Volume 14 Issue 1
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- Pages.39-47
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- 1985
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
A Study on Nonparametric Selection Procedures for Scale Parameters
- Song, Moon-Sup (Department of Computer Science and Statistics, Seoul National University, Seoul 151) ;
- Chung, Han-Young (Department of Computer Science and Statistics, Seoul National University, Seoul 151) ;
- Kim, Dong-Jae (Department of Computer Science and Statistics, Seoul National University, Seoul 151)
- Published : 1985.06.01
Abstract
In this paper, we propose some nonparametric subset selection procedures for scale parameters based on rank-likes. The proposed procedures are compared to the Gupta-Sobel's parametric prcedure through a small-sample Monte Carlo study. The results show that the nonparametric procedures are quite robust for heavy-tailed distributions, but they have somewhat low efficiencies.
Keywords