首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Robust estimators based on generalization of trimmed mean
Authors:Luká? Adam
Institution:Institute of Information Theory and Automation, Czech Academy of Sciences, Prague, Czech Republic
Abstract:In this article, we propose new estimators of location. These estimators select a robust set around the geometric median, enlarge it, and compute the (iterative) weighted mean from it. By doing so, we obtain a robust estimator in the sense of the breakdown point, which uses more observations than standard estimators. We apply our approach on the concepts of boxplot and bagplot. We work in a general normed vector space and allow multi-valued estimators.
Keywords:Breakdown point  Estimators  Geometric median  Location  Trimmed mean
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号