Maxbias Curves of Robust Location Estimators based on Subranges
نویسندگان
چکیده
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. keywords: Breakdown valueMaxbias CurveRobustnessLocation Estimator
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تاریخ انتشار 2001