A SIMPLE ROBUST ESTIMATION FOR PARAMETERS OF CAUCHY DISTRIBUTION

被引：1

作者：

Fegyverneki, S. ^{[1
]}

机构：

[1] Univ Miskolc, Dept Appl Math, H-3515 Miskolc Egyetaros, Hungary

来源：

MISKOLC MATHEMATICAL NOTES | 2013年 / 14卷 / 03期

关键词：

M-estimates; robustness; Cauchy distributions;

D O I：

10.18514/MMN.2013.830

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We define robust estimators for the parameters of the Cauchy distribution based on the probability integral method. The proposed estimators have bounded influence functions and high breakdown points. These estimators are simple, robust and consistent, but asymptotically less efficient than the maximum likelihood estimators which are not robust. A simulation study for finite sample size shows that the efficiency of these robust estimators is rather similar to the maximum likelihood ones.

引用

页码：887 / 892

页数：6

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