Accession Number:

ADA093563

Title:

The Ubiquitous Role of f'/f in Efficiency Robust Estimation of Location.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1980-08-01

Pagination or Media Count:

41.0

Abstract:

This paper is primarily expository in nature and focuses on the all pervasive importance of ff in efficient estimation of location, with primary emphasis on the role of ff in robust estimation. Connections between M estimators maximum likelihood-like, R rank estimators and L estimators linear combinations of order statistics are discussed and an alternative heuristic explanation of ff is given showing why it is an intuitively reasonable quantity on which to base estimation. The asymptotic relative efficiency of each class of estimators is shown to be the square of a correlation coefficient related to ff and reasons are given as to why R estimators might often prove to have superior robustness properties relative to L and M estimators. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE