Please use this identifier to cite or link to this item:
Gather, Ursula
Schultze, Verena
Year of Publication: 
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1997,08
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown point, but their explosion bias curves are different. It is shown that under a gross error model the explosion bias curve of the new estimator performs better than the bias curves of the other estimators.
Influence function
breakdown point
explosion bias curve
Document Type: 
Working Paper

Files in This Item:
208.89 kB
204.4 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.