A note on james type robust estimators |
| |
Authors: | Indrani Basak |
| |
Affiliation: | Pennsylvania State University Altoona Campus , Altoona, PA, 16601-3760 |
| |
Abstract: | M-estimation of a single parameter of the life time distribution is considered based on independent and identically distributed survival data which may be randomly censored. The most robust and the optimal robust M-estimators of the location parameters of the survival time distribution are derived within a class considered in James (1986) as well as for the general unrestricted class. The properties of the estimators corresponding to the above two classes are discussed. A data set is used to illustrate the usefulness of the optimal robust estimators for the parameter of extreme value distribution. |
| |
Keywords: | asymptotic variance breakdown point gross error sensitivity influence function most robust estimators optimal robust estimators random censoring |
|