Robust estimation and hypothesis testing under short-tailedness and inliers


Akkaya A., Tiku M.

TEST, vol.14, no.1, pp.129-150, 2005 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 14 Issue: 1
  • Publication Date: 2005
  • Doi Number: 10.1007/bf02595400
  • Journal Name: TEST
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.129-150
  • Middle East Technical University Affiliated: Yes

Abstract

Estimation and hypothesis testing based on normal samples censored in the middle are developed and shown to be remarkably efficient and robust to symmetric short-tailed distributions and to inliers in a sample. This negates the perception that sample mean and variance are the best robust estimators in such situations (Tiku, 1980; Dunnett, 1982).