Robust estimation and hypothesis testing under short-tailedness and inliers


Akkaya A., Tiku M.

TEST, cilt.14, sa.1, ss.129-150, 2005 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 14 Sayı: 1
  • Basım Tarihi: 2005
  • Doi Numarası: 10.1007/bf02595400
  • Dergi Adı: TEST
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.129-150
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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).