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 Li ge, Grande Traverse 12, B-4000 Li ge, Belgium. |
DOI:
10.1080/10485250212378
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 18
Formats available:
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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.
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| Keywords: Breakdown Value; Maxbias Curve; Robustness; Location Estimator |
| view references (18) |

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