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Trimmed Mean Isotonic Regression
Author(s) -
Dhar Subhra sankar
Publication year - 2016
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/sjos.12173
Subject(s) - mathematics , estimator , truncated mean , isotonic regression , statistics , robustness (evolution) , isotonic , regression , robust statistics , sample mean and sample covariance , robust regression , trimmed estimator , regression analysis , linear regression , consistent estimator , minimum variance unbiased estimator , biochemistry , chemistry , gene , medicine
The trimmed mean is well‐known in literature for being more robust and for having better efficiency than the sample mean when data is generated from heavy‐tailed distributions. In this article, the trimmed mean in the isotonic regression setup is proposed, and the asymptotic as well as the robustness properties of the estimator are studied. The usefulness of the proposed estimator is illustrated using different real and simulated data. Further, the performance of the estimator is compared with that of the mean and the median isotonic regression estimators.