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A Comparison of Robust Estimators in the Presence of Arbitrarily Right Censored Data
Author(s) -
KhanMalek R. C.,
Magel Rhonda C.
Publication year - 1994
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710360606
Subject(s) - censoring (clinical trials) , estimator , mathematics , statistics , cauchy distribution , truncated mean , sample size determination , population mean , sampling (signal processing) , robust statistics , population , computer science , demography , filter (signal processing) , sociology , computer vision
Robust estimation of a location parameter is considered when the data from an unknown symmetric population are subject to arbitrary right‐censorship. Comparisons are made between various M ‐estimators, several L ‐estimators (trimmed means), and the Kaplan‐Meier median. Ten sampling distributions, two uniform censoring distributions, and three sample sizes are examined. A Cauchy censoring distribution is also considered when the sample size is equal to twenty for each of the ten sampling distributions. Performance is based on the estimated mean square error.