Maxbias curves of robust location estimators based on subranges

Croux, C.; Haesbroeck, Gentiane

doi:10.1080/10485250212378

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Article (Scientific journals)

Maxbias curves of robust location estimators based on subranges

Croux, C.; Haesbroeck, Gentiane

2002 • In Journal of Nonparametric Statistics, 14 (3), p. 295-306

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https://hdl.handle.net/2268/23511

DOI
10.1080/10485250212378

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Keywords :

breakdown value; maxbias curve; robustness; location estimator

Abstract :

[en] A maxbias curve is a powerful tool to describe the robustness of an estimator. It tells us how much an estimator can change due to a given fraction of contamination. In this paper, maxbias curves are computed for some univariate location estimators based on subranges: midranges, trimmed means and the univariate Minimum Volume Ellipsoid (MVE) location estimators. These estimators are intuitively appealing and easy to calculate.

Disciplines :

Mathematics

Author, co-author :

Croux, C.

Haesbroeck, Gentiane ; Université de Liège - ULiège > Département de mathématique > Statistique (aspects théoriques)

Language :

English

Title :

Maxbias curves of robust location estimators based on subranges

Publication date :

June 2002

Journal title :

Journal of Nonparametric Statistics

ISSN :

1048-5252

eISSN :

1029-0311

Publisher :

Taylor & Francis Ltd, Abingdon, United Kingdom

Volume :

Issue :

Pages :

295-306

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 23 September 2009

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Bibliography

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