caa a22 4500 475826957 CHVBK 20180406123831.0 cr unu---uuuuu 170329e20000601xx s 000 0 eng 10.1023/A:1004174024279 doi (NATIONALLICENCE)springer-10.1023/A:1004174024279 Collins John Department of Mathematics and Statistics, University of Calgary, T2N 1N4, Calgary, Alberta, Canada aut Robustness Comparisons of Some Classes of Location Parameter Estimators [Elektronische Daten] [John Collins] Asymptotic biases and variances of M-, L- and R-estimators of a location parameter are compared under ε-contamination of the known error distribution F 0 by an unknown (and possibly asymmetric) distribution. For each ε-contamination neighborhood of F 0, the corresponding M-, L- and R-estimators which are asymptotically efficient at the least informative distribution are compared under asymmetric ε-contamination. Three scale-invariant versions of the M-estimator are studied: (i) one using the interquartile range as a preliminary estimator of scale: (ii) another using the median absolute deviation as a preliminary estimator of scale; and (iii) simultaneous M-estimation of location and scale by Huber's Proposal 2. A question considered for each case is: when are the maximal asymptotic biases and variances under asymmetric ε-contamination attained by unit point mass contamination at ∞? Numerical results for the case of the ε-contaminated normal distribution show that the L-estimators have generally better performance (for small to moderate values of ε) than all three of the scale-invariant M-estimators studied. The Institute of Statistical Mathematics, 2000 Robust estimation nationallicence M - nationallicence L - and R -estimators nationallicence asymptotic biases nationallicence asymptotic variances nationallicence asymmetric contamination nationallicence Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/2(2000-06-01), 351-366 0020-3157 52:2<351 2000 52 10463 https://doi.org/10.1023/A:1004174024279 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004174024279 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Collins John Department of Mathematics and Statistics, University of Calgary, T2N 1N4, Calgary, Alberta, Canada aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/2(2000-06-01), 351-366 0020-3157 52:2<351 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer