Showing 11 - 20 of 614
Persistent link: https://www.econbiz.de/10009781555
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010316640
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010467734
Observations which seem to deviate strongly from the main part of the data may occur in every statistical analysis. These observations usually labelled as outliers, may cause completely misleading results when using standard methods and may also contain information about special events or...
Persistent link: https://www.econbiz.de/10010306259
This paper deals with the problem of estimating the location parameter of a two parameter exponential distribution in case of contaminated data. Since in this case the sample minimum is an extremely unreliable estimator, robust alternatives are necessary. We investigate two types of estimators...
Persistent link: https://www.econbiz.de/10010316486
Persistent link: https://www.econbiz.de/10010316595
Persistent link: https://www.econbiz.de/10010316677
Observations which seem to deviate strongly from the main part of the data may occur in every statistical analysis. These observations, usually labelled as outliers, may cause completely misleading results when using standard methods and may also contain information about special events or...
Persistent link: https://www.econbiz.de/10010477498
Persistent link: https://www.econbiz.de/10001788638
The term "outlier" is probably one of the vaguest and most imprecise ones in statistical science. There is no formal definition of an outlier, which all statisticians agree upon. However, for a univariate normal null-model Davies and Gather ([12] [13]) have introduced the concept of a-outliers...
Persistent link: https://www.econbiz.de/10009775963