Accession Number : ADA130752

Title :   Robust ABLUE's (Asymptotically Best Linear Unbiased Estimators) for Location and Scale Parameter Estimation.

Descriptive Note : Technical rept.,

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TX DEPT OF STATISTICAL SCIENCE

Personal Author(s) : Eubank, R L ; Lindsey, H J

PDF Url : ADA130752

Report Date : Apr 1983

Pagination or Media Count : 19

Abstract : A robust procedure for location and/or scale parameter estimation is presented which utilizes the (asymptotically best linear unbiased estimators) (ABLUE's) based on k(less than N) of the N sample quantiles. Using regression design techniques a method is developed for selecting sample quantiles which furnishes the corresponding parameter estimates with good robustness properties relative to a given finite set of known probability laws. The problems of robust quantile selection for the estimation of a particular population quantile or in the presence of left and/or right hand censoring are also considered.

Descriptors :   *LINEAR REGRESSION ANALYSIS, *ESTIMATES, PARAMETERS, METHODOLOGY, CONSTANTS, PROBABILITY, NUMERICAL INTEGRATION, POPULATION(MATHEMATICS), ASYMPTOTIC SERIES, POSITION(LOCATION), SCALE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE