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) |
|---|---|
| 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 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
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A note on james’ type robust estimators. / Basak, Indrani.
In: Communications in Statistics - Theory and Methods, Vol. 22, No. 4, 01.01.1993, p. 1069-1084.Research output: Contribution to journal › Article
TY - JOUR
T1 - A note on james’ type robust estimators
AU - Basak, Indrani
PY - 1993/1/1
Y1 - 1993/1/1
N2 - 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.
AB - 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.
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UR - http://www.scopus.com/inward/citedby.url?scp=34248202954&partnerID=8YFLogxK
U2 - 10.1080/03610928308831074
DO - 10.1080/03610928308831074
M3 - Article
AN - SCOPUS:34248202954
VL - 22
SP - 1069
EP - 1084
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 4
ER -