Article: article from journal or magazin.
The truncated mean of an asymmetric distribution
Computational Statistics & Data Analysis
Publication type : Article
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.
asymmetric distributions, robust estimates, trimming, M-estimates, MODELS
Web of science
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