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Trimmed Mean Isotonic Regression
Authors:Subhra sankar Dhar
Affiliation:Department of Mathematics and StatisticsIIT Kanpur
Abstract:The trimmed mean is well‐known in literature for being more robust and for having better efficiency than the sample mean when data is generated from heavy‐tailed distributions. In this article, the trimmed mean in the isotonic regression setup is proposed, and the asymptotic as well as the robustness properties of the estimator are studied. The usefulness of the proposed estimator is illustrated using different real and simulated data. Further, the performance of the estimator is compared with that of the mean and the median isotonic regression estimators.
Keywords:asymptotic efficiency  breakdown point  Chernoff's distribution  t‐distribution
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