A note on james’ type robust estimators

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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 languageEnglish (US)
Pages (from-to)1069-1084
Number of pages16
JournalCommunications in Statistics - Theory and Methods
Volume22
Issue number4
DOIs
StatePublished - Jan 1 1993

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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