Journal article
A note on robustness of the β-trimmed mean
Australian & New Zealand Journal of Statistics, Vol.42(1), pp.113-117
2000
Abstract
Qualitative robustness of the β-trimmed mean has already been observed in terms of relative efficiency and weak continuity of that estimator in neighbourhoods of the exponential distribution. Two more robustness considerations are given here in favour of the β-trimmed mean: the statistical functional representing this estimator is Fréchet differentiable; and it is a special case of the trimmed likelihood estimator. Further, simulations suggest that a fixed proportion of trimming is preferable to adaptive estimation in this case.
Details
- Title
- A note on robustness of the β-trimmed mean
- Authors/Creators
- B.R. Clarke (Author/Creator)D.K. Gamble (Author/Creator)T. Bednarski (Author/Creator)
- Publication Details
- Australian & New Zealand Journal of Statistics, Vol.42(1), pp.113-117
- Publisher
- Blackwell Publishing Inc.
- Identifiers
- 991005544927707891
- Copyright
- © 2000 Australian Statistical Publishing Association Inc.
- Murdoch Affiliation
- School of Chemical and Mathematical Science
- Language
- English
- Resource Type
- Journal article
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- 9 Mathematics
- 9.92 Statistical Methods
- 9.92.220 Robust Estimation
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- ESI research areas
- Mathematics