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Activity Number:
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336
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2007 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #308873 |
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Title:
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Minimax-Bias L-Estimators of Scale
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Author(s):
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Daniela Szatmari-Voicu*+
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Companies:
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University of Texas at El Paso
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Address:
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6022 Caprock Ct Ap 102, El Paso, TX, 79912,
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Keywords:
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L-estimators ; scale parameter ; minimax-bias ; robust estimation
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Abstract:
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We derive the best nonsymmetrized and symmetrized L-estimators of scale with respect to their asymptotic bias, under e-contamination neighborhood centered at a known error distribution Fo which is symmetric and unimodal, by first performing a study on the maximum asymptotic bias curves of the nonsymmetrized and symmetrized interquantile ranges from which the L-estimators considered arise. For Fo symmetric and unimodal and making use of the generalized method of moment spaces, the solutions to the minimax-bias problems are then shown to be convex combinations of at most two interquantile ranges.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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