Asymptotic and nonasymptotic properties of Hodges - Lehmann adaptiveestimators
The adaptive HL -estimators are studied in this paper for finite samples (n = 20) and for thecase, when n > ∞ . They are shown to have good robustness and efficiency properties for samplesizes 20 and larger. Two measures of the performance estimators are considered. Monte Carlostudy is based on N = 10000 random samples of sizes n = 20,40 .
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Keywords
робастные оценки, функция влияния, адаптивные оценки, метод статистических испытаний, adaptive estimation, robust methods, small sample variances, influence function, relative efficiencyAuthors
| Name | Organization | |
| Shulenin Valery P. | Tomsk State University | shvp@fpmk.tsu.ru |
References
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