A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators
نویسندگان
چکیده
In a Monte Carlo study, we compare ten bivariate location estimators as regards their closeness to the location parameter, accuracy and robustness. The behavior of the estimators is examined under various sampling situations determined by four sample sizes and fourteen underlying distributions. In addition to the arithmetic mean, five bivariate medians and four depth-based trimmed means are investigated. The performance of each estimator is assessed through numerical functions of the sample mean squared error and bias matrices.
منابع مشابه
A Monte Carlo Study of Robust Location Estimates with Non-gaussian Multivariate Data
Four robust estimators of multivariate locations are compared in a Monte Carlo study by examining their empirical efficiency performance on a range of bivariate distributions with heavier tails than the Gaussian distribution. Using three different multivariate measures of relative efficiency, the simulation results show that the Hodges-Lehmann estimator is "safest" among the robust estimators, ...
متن کاملPositive-Shrinkage and Pretest Estimation in Multiple Regression: A Monte Carlo Study with Applications
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is a priori known or suspected that a subset of the covariates do not significantly contribute to the overall fit of the model, a restricted model that excludes these covariates, may be sufficient. If, on the other hand, the subset provides useful information, shrinkage meth...
متن کاملDual divergence estimators and tests: Robustness results
The class of dual φ-divergence estimators (introduced in Broniatowski and Keziou (2009) [6]) is explored with respect to robustness through the influence function approach. For scale and location models, this class is investigated in terms of robustness and asymptotic relative efficiency. Some hypothesis tests based on dual divergence criterions are proposed and their robustness properties are ...
متن کاملA Monte Carlo comparison of estimators for a bivariate probit model with selection
A Monte Carlo experiment is undertaken to examine the small sample properties of three alternative estimators of a bivariate probit model with selection. The three estimators are the censored probit estimator, single-equation probit applied to the selected sub-sample and single-equation probit applied to the full sample. These estimators are compared in terms of properties of coefficient estima...
متن کاملAccuracy Evaluation of Oncentraâ„¢ TPS in HDR Brachytherapy of Nasopharynx Cancer Using EGSnrc Monte Carlo Code
Background: HDR brachytherapy is one of the commonest methods of nasopharyngeal cancer treatment. In this method, depending on how advanced one tumor is, 2 to 6 Gy dose as intracavitary brachytherapy is prescribed. Due to high dose rate and tumor location, accuracy evaluation of treatment planning system (TPS) is particularly important. Common methods used in TPS dosimetry are based on computat...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 42 شماره
صفحات -
تاریخ انتشار 2003