Robust Estimates of Ordered Parameters.
Abstract
The authors the estimation of a collection of location parameters when it is believed, a priori, that their ordering is known. The least squares and least absolute deviations estimates subject to this ordering restriction have been studied in the literature. They seek robust estimators which perform well for a broad range of distributions. The results of a Monte Carlo study and a study of computation algorithms are discussed.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1982
- Accession Number
- ADA131204
Entities
People
- F. T. Wright
- Rhonda Magel