Abstract
M-estimation of a single parameter of the life time distribution is consideredbased on independent and identically distributed survival data which may be randomly censored. The most robust and the optimal robust M-estimators of the location parametersof the survival time distribution are derived within a class considered in James (1986)as well as for the general unrestricted class. The properties of the estimators corresponding to the above two classes are discussed, A data set is used to illustrate the usefulness of the optimal robust estimators for the parameter of extreme value distribution.
Original language | English (US) |
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Pages (from-to) | 1069-1084 |
Number of pages | 16 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 22 |
Issue number | 4 |
DOIs | |
State | Published - Jan 1 1993 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability