Journal article
Trimmed likelihood estimation of location and scale of the normal distribution
Australian Journal of Statistics, Vol.35(2), pp.141-153
1993
Abstract
Consideration of multivariate statistical procedures leads to description of robust methods of estimation of location and scale for real random variables. This paper outlines asymptotic theory for estimating location and scale by viewing it as a trimmed likelihood estimator. An appeal is made to results from empirical processes linking the proofs to compact differentiability of estimating functionals. The estimator for location does not depend on the scale estimate and is robust against asymmetric contamination. Coincidentally the location estimator denned at the normal distribution is similar to the least trimmed squares estimator. Simulations corroborate the asymptotic theory and illustrate robustness against asymmetric contamination.
Details
- Title
- Trimmed likelihood estimation of location and scale of the normal distribution
- Authors/Creators
- T. Bednarski (Author/Creator)B.R. Clarke (Author/Creator)
- Publication Details
- Australian Journal of Statistics, Vol.35(2), pp.141-153
- Publisher
- Blackwell Publishing Inc.
- Identifiers
- 991005542351107891
- Murdoch Affiliation
- School of Chemical and Mathematical Science
- Language
- English
- Resource Type
- Journal article
Metrics
89 Record Views