A comparison of robust estimators based on two types of trimming

Dhar, Subhra Sankar ; Chaudhuri, Probal (2007) A comparison of robust estimators based on two types of trimming AStA Advances in Statistical Analysis, 93 (2). pp. 151-158. ISSN 1863-8171

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Official URL: http://www.springerlink.com/content/m2k03l1l502m82...

Related URL: http://dx.doi.org/10.1007/s10182-008-0099-5


The least trimmed squares (LTS) estimator and the trimmed mean (TM) are two well-known trimming-based estimators of the location parameter. Both estimates are used in practice, and they are implemented in standard statistical software (e.g., S-PLUS, R, Matlab, SAS). The breakdown point of each of these estimators increases as the trimming proportion increases, while the efficiency decreases. Here we have shown that for a wide range of distributions with exponential and polynomial tails, TM is asymptotically more efficient than LTS as an estimator of the location parameter, when they have equal breakdown points.

Item Type:Article
Source:Copyright of this article belongs to Springer-Verlag.
Keywords:Asymptotic Efficiency; Asymptotic Normality; Breakdown Point; least Trimmed Squares; Location Model; Trimmed Mean
ID Code:8130
Deposited On:26 Oct 2010 04:18
Last Modified:16 May 2016 18:11

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