David, H. A. ; Ghosh, J. K. (1985) The effect of an outlier on L-estimators of location in symmetric distributions Biometrika, 72 (1). pp. 216-218. ISSN 0006-3444
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Official URL: http://biomet.oxfordjournals.org/content/72/1/216....
Related URL: http://dx.doi.org/10.1093/biomet/72.1.216
Abstract
The effect is studied of an outlier which has the same symmetric distribution as the other observations except for a change in location and a possible increase in scale. We show that the median is the most bias-resistant estimator, in the class of L-statistics with symmetric nonnegative coefficients that add up to one, for a class of distributions which includes the normal, double-exponential and logistic distributions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Oxford University Press. |
| Keywords: | Bias; Convexity; Inequality; Order Statistic; Robustness |
| ID Code: | 22655 |
| Deposited On: | 24 Nov 2010 08:04 |
| Last Modified: | 02 Jun 2011 07:17 |
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