Robust ABLUE's (Asymptotically Best Linear Unbiased Estimators) for Location and Scale Parameter Estimation.

Abstract

A robust procedure for location and/or scale parameter estimation is presented which utilizes the (asymptotically best linear unbiased estimators) (ABLUE's) based on k(less than N) of the N sample quantiles. Using regression design techniques a method is developed for selecting sample quantiles which furnishes the corresponding parameter estimates with good robustness properties relative to a given finite set of known probability laws. The problems of robust quantile selection for the estimation of a particular population quantile or in the presence of left and/or right hand censoring are also considered.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1983
Accession Number
ADA130752

Entities

People

  • H. J. Lindsey
  • R. L. Eubank

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Coefficients
  • Computations
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Military Research
  • New York
  • Order Statistics
  • Probability
  • Regression Analysis
  • Sequences
  • Statistical Algorithms
  • Statistical Data
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.