Adaptive estimation of the center of symmetry based on the empirical characteristic function |
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Authors: | Simos Meintanis Ioannis A Koutrouvelis |
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Institution: | Department of Engineering Science , University of Patras , Patras , GR , 261 10 , Greece |
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Abstract: | A procedure based on the empirical characteristic function is proposed for the estimation of the center of symmetric distributions. The method is an adaptive modification of the procedure proposed by Koutrouvelis (1985). The asymptotic behavior of the resulting estimator is investigated and finite sample comparisons are made with the previous nonadaptive estimator and an adaptive trimmed mean proposed by Hogg (1974). |
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Keywords: | characteristic function robust estimation tail weight |
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