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Robust studentization of location estimates
Author(s) -
Shorack Galen R.
Publication year - 1976
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1976.tb00272.x
Subject(s) - monte carlo method , estimator , robustness (evolution) , sample mean and sample covariance , computer science , mathematics , statistics , econometrics , mathematical optimization , biochemistry , chemistry , gene
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.