MMLEs are as good as M-estimators or better


Tiku M. L. , SÜRÜCÜ B.

STATISTICS & PROBABILITY LETTERS, cilt.79, sa.7, ss.984-989, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 79 Konu: 7
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1016/j.spl.2008.12.001
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Sayfa Sayıları: ss.984-989

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.