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Maxbias Curves of Robust Location Estimators based on Subranges 

Authors: Christophe Croux a; Gentiane Haesbroeck b
Affiliations:   a Dept. of Applied Economics, Katholieke Universiteit Leuven Naamsestraat 69, B-3000 Leuven, Belgium E-mail: christophe.croux@econ.kuleuven.ac.be.
b Mathematical Institute, University of Liegravege, Grande Traverse 12, B-4000 Liegravege, Belgium.
DOI: 10.1080/10485250212378
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 14, Issue 3 2002 , pages 295 - 306
Number of References: 18
Formats available: PDF (English)
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Abstract

A maxbias curve is a powerful tool to describe the robustness of an estimator. It tells us how much an estimator can change due to a given fraction of contamination. In this paper, maxbias curves are computed for some univariate location estimators based on subranges: midranges, trimmed means and the univariate Minimum Volume Ellipsoid (MVE) location estimators. These estimators are intuitively appealing and easy to calculate.
Keywords: Breakdown Value; Maxbias Curve; Robustness; Location Estimator
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