The Ubiquitous Role of f'/f in Efficiency Robust Estimation of Location.
Abstract
This paper is primarily expository in nature and focuses on the all pervasive importance of f'/f in efficient estimation of location, with primary emphasis on the role of f'/f in robust estimation. Connections between M estimators (maximum likelihood-like), R (rank) estimators and L estimators (linear combinations of order statistics) are discussed and an alternative heuristic explanation of f'/f is given showing why it is an intuitively reasonable quantity on which to base estimation. The asymptotic relative efficiency of each class of estimators is shown to be the square of a correlation coefficient related to f'/f and reasons are given as to why R estimators might often prove to have superior robustness properties relative to L and M estimators. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1980
- Accession Number
- ADA093563
Entities
People
- Brian L. Joiner
- David L. Hall
Organizations
- University of Wisconsin–Madison