Robust Estimation and Hypothesis Testing Under Short-Tailedness and Inliers

• Autores: Moti L. Tiku, Aysen D. Akkaya
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 14, Nº. 1, 2005, págs. 129-150
• Idioma: inglés
• DOI: 10.1007/bf02595400
• Enlaces
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• Resumen

  • Estimation and hypothesis testing based on normal samples censored in the middle are developed and shown to be remarkably efficient and robust to symmetric short-tailed distributions and to inliers in a sample. This negates the perception that sample mean and variance are the best robust estimators in such situations (Dunnet, 1982; Tiku, 1980).