MMLEs are as good as M-estimators or better

Date

2009-04-01

Author

Tiku, Mod L.
Sürücü, Barış

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Tiku-Suresh modified maximum likelihood estimators necessitate the assumption of a particular distribution. New forms of the estimators which, like Huber M-estimators, only assume that the distribution is long-tailed symmetric (unspecified) are given. They have high breakdown and, through Simulations, are shown to be overall more efficient than M-estimators.

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/41712

Journal

STATISTICS & PROBABILITY LETTERS

DOI

https://doi.org/10.1016/j.spl.2008.12.001

Collections

Department of Statistics, Article

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Citation Formats

M. L. Tiku and B. Sürücü, “MMLEs are as good as M-estimators or better,” STATISTICS & PROBABILITY LETTERS, pp. 984–989, 2009, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/41712.