DOI QR코드

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Adaptive M-estimation using Selector Statistics in Location Model

  • Han, Sang-Moon (Department of Computer Science and Statistics, University of Seoul)
  • 발행 : 2002.08.01

초록

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.

키워드

참고문헌

  1. Robust Estimation of Location: Survey and Advances Andrews, D.F.;Bickel, P.J.;Hampel, F.R.;Huber P.J.;Roger W.H.;Tukey, J.W.
  2. Order Statistics David. H. A.
  3. J. Amer. Stat. Assoc. v.622 Some oberservations on robust estimation Hogg, R.V. https://doi.org/10.2307/2283768
  4. J. Amer. Stat. Assoc. v.70 A two-sample adaptive distribution-free test Hogg, R.V.;Fisher D.M.;Randles R.H. https://doi.org/10.2307/2285950
  5. Comm. Statist v.11 On adaptive statistical inference Hogg, R.V https://doi.org/10.1080/03610918208828404
  6. Essay in Honor of Graybill An Argument for Adaptive Robust Estimation, Probability and Statistics Hogg, R.V;Bril, G.K.;S.M. Han;L. Yuh
  7. Robust Statistics, the Approach Based on Influence Functions Hampel, F.R.;Ronchetti E.M.;Rousseeuw, P.M.;Stahel, W.A.
  8. A review. Ann. Math. Stat. v.43 Robust statistics Huber, P.J. https://doi.org/10.1214/aoms/1177692459
  9. Robust statistics Huber, P.J.
  10. Multivariate Analysis Mardia, K.V.;Kent, J.T.;Bibby, J.M.
  11. Comm. Statist. v.14 The performance of the linear and quadratic discriminant functions for three types of non-normal distributions Nakanish, H.;Sato, Y. https://doi.org/10.1080/03610928508828970

피인용 문헌

  1. Adaptive M-estimation in Regression Model vol.10, pp.3, 2003, https://doi.org/10.5351/CKSS.2003.10.3.859