MMLEs are as good as M-estimators or better
STATISTICS & PROBABILITY LETTERS, cilt.79, sa.7, ss.984-989, 2009 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 79 Sayı: 7
- Basım Tarihi: 2009
- Doi Numarası: 10.1016/j.spl.2008.12.001
- Dergi Adı: STATISTICS & PROBABILITY LETTERS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.984-989
- Orta Doğu Teknik Üniversitesi Adresli: Evet
Özet
Tiku-Suresh modified maximum likelihood estimators necessitate the assumption of a particular distribution. New forms of the estimators which, like Huber M-estimators, only assume that the distribution is long-tailed symmetric (unspecified) are given. They have high breakdown and, through Simulations, are shown to be overall more efficient than M-estimators. (c) 2009 Elsevier B.V. All rights reserved.