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Gather, Ursula
Schultze, Verena
Year of Publication: 
Series/Report no.: 
Technical Report 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
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