Studentizing Robust Estimates.

Abstract

The consistency of commonly used variance estimates for studentizing robust estimates of location is studied when the underlying distributions are asymmetric. Surprisingly, the popular methods for studentizing M-estimates, jackknifed M-estimates and adaptive trimmed means underestimate the true variance by a factor approaching 50% under the negative exponential distribution. Possible reasons for the failures and suggested modifications are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA031237

Entities

People

  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Asymptotic Normality
  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • Iterations
  • North Carolina
  • Order Statistics
  • Random Variables
  • Scientific Research
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Surveys
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematics or Statistics
  • Statistical inference.