Access the full text.
Sign up today, get DeepDyve free for 14 days.
F.R. Hampel, P.J. Rousseeuw, E.M. Ronchetti, W.A. Stahel (1986)
Robust Statistics
M. Bachmaier, M. Precht (1995)
Robust confidence intervals for contrasts based upon a likelihood ratio testStatistical Papers, 36
Stanislav Grof, M. Transpersonal
On the Mathematical Foundations of Theoretical StatisticsPhilosophical Transactions of the Royal Society A, 222
M. Bachmaier, V. Guiard (2000)
An alternative and generalized excess measure and its advantagesStatistical Papers, 41
H. Jeffreys (1922)
The Theory of ProbabilityNature, 109
H. Jeffreys (1939)
Theory of Probability
Using Fisher's information fort-distributions, the absolute asymptotic efficiency of some M-estimates for scale with known location parameter is calculated and graphically illustrated. The compared estimators are the standard deviationS *, the mean absolute deviation, called mean deviationD *, the median absolute deviation, called MAD*, and some M-estimates for scale, one, which is very robust, and another one with high asymptotic efficiency fort-distributions close to the normal. The last one is considered with monotone (in the positive field) and with very late redescending χ-function too. Also the $$ \hat \sigma _* $$ , an alternative and generalized excess measure defined as the double relative asymptotic variance of the underlying scale estimator $$ \hat \sigma _* $$ in the previous paper, is calculated fort-distributions and graphically illustrated, because there is the relation that the higher the asymptotic efficiency of $$ \hat \sigma _* $$ is, the lower is the corresponding $$ \hat \sigma _* $$ .
Statistical Papers – Springer Journals
Published: Jul 2, 2008
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.