Implied Assumptions for some Proposed Robust Estimators.

Abstract

Assumptions which could motivate various L-estimators M-estimators are discussed. In particular, for samples of size ten a distribution in the contaminated expontential power family is found whose posterior mean approximates each of a number of proposed L-estimators. Also distributions in this family are found whose posterior modes approximate suggested M-estimators. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1979
Accession Number
ADA079732

Entities

People

  • George E. P. Box
  • Gina Chen

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Bayesian Networks
  • Data Analysis
  • Data Science
  • Estimators
  • Information Science
  • Mathematics
  • Models
  • Normal Distribution
  • Normality
  • Order Statistics
  • Power Distribution
  • Probability
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.