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Implied Assumptions for Some Proposed Robust Estimators

Gina ChenUniversity of Wisconsin--Madison. Mathematics Research CenterGeorge E. P. Box

出版	Mathematics Research Center, University of Wisconsin--Madison, 1979
URL	http://books.google.com.hk/books?id=PxsIHAAACAAJ&hl=&source=gbs_api

註釋

Assumptions which could motivate various L-estimators M-estimators are discussed. In particular, for samples of size ten a distribution in the contaminated expontential power family is found whose posterior mean approximates each of a number of proposed L-estimators. Also distributions in this family are found whose posterior modes approximate suggested M-estimators. (Author).