The truncated mean of an asymmetric distribution

Details

Serval ID
serval:BIB_5F322157EEE9
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
The truncated mean of an asymmetric distribution
Journal
Computational Statistics & Data Analysis
Author(s)
Marazzi A, Ruffieux C
ISSN
0167-9473
Publication state
Published
Issued date
1999
Peer-reviewed
Oui
Volume
32
Number
1
Pages
79-100
Language
english
Notes
Publication type : Article
Abstract
This paper investigates a simple procedure to estimate robustly the mean of an asymmetric distribution. The procedure removes the observations which are larger or smaller than certain limits and takes the arithmetic mean of the remaining observations, the limits being determined with the help of a parametric model, e.g., the Gamma, the Weibull or the Lognormal distribution. The breakdown point, the influence function, the (asymptotic) variance, and the contamination bias of this estimator are explored and compared numerically with those of competing estimates.
Keywords
asymmetric distributions, robust estimates, trimming, M-estimates, MODELS
Web of science
Create date
08/09/2011 22:17
Last modification date
20/08/2019 15:16
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