JOURNAL ARTICLE
Robust studentization of location estimates
Year: 1976 Journal: Statistica Neerlandica Vol: 30 (3)Pages: 119-141 Publisher: Wiley
Abstract
Summary The robustness of power and of level of various estimators for the one sample location problem is compared by Monte Carlo methods; an estimate that studentizes particularly well is singled out. Generalizations to more complicated models are discussed.
Keywords:
Monte Carlo method Estimator Robustness (evolution) Sample mean and sample covariance Computer science Mathematics Statistics Econometrics Mathematical optimization
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0.24
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences → Mathematics → Statistics and Probability
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