Robust estimation and hypothesis testing under short-tailedness and inliers

Date

2005-06-01

Author

Akkaya, Ayşen

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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 (Tiku, 1980; Dunnett, 1982).

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/34867

Journal

TEST

DOI

https://doi.org/10.1007/bf02595400

Collections

Department of Statistics, Article

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Citation Formats

A. Akkaya, “Robust estimation and hypothesis testing under short-tailedness and inliers,” TEST, pp. 129–150, 2005, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/34867.