The most stable estimator of location under integrable contaminants

Ryszard Zieliński

Applicationes Mathematicae (2002)

  • Volume: 29, Issue: 1, page 1-6
  • ISSN: 1233-7234

Abstract

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If a symmetric distribution is ε-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.

How to cite

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Ryszard Zieliński. "The most stable estimator of location under integrable contaminants." Applicationes Mathematicae 29.1 (2002): 1-6. <http://eudml.org/doc/279814>.

@article{RyszardZieliński2002,
abstract = {If a symmetric distribution is ε-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.},
author = {Ryszard Zieliński},
journal = {Applicationes Mathematicae},
keywords = {robust estimation; location; -contamination; integrable contaminants},
language = {eng},
number = {1},
pages = {1-6},
title = {The most stable estimator of location under integrable contaminants},
url = {http://eudml.org/doc/279814},
volume = {29},
year = {2002},
}

TY - JOUR
AU - Ryszard Zieliński
TI - The most stable estimator of location under integrable contaminants
JO - Applicationes Mathematicae
PY - 2002
VL - 29
IS - 1
SP - 1
EP - 6
AB - If a symmetric distribution is ε-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.
LA - eng
KW - robust estimation; location; -contamination; integrable contaminants
UR - http://eudml.org/doc/279814
ER -

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