Please use this identifier to cite or link to this item:
https://www.um.edu.mt/library/oar/handle/123456789/124296| Title: | Robust explicit estimators of Weibull parameters |
| Authors: | Boudt, Kris Karagöz, Derya Croux, Christophe |
| Keywords: | Weibull distribution Estimation theory -- Asymptotic theory Robust statistics Monte Carlo method Outliers (Statistics) |
| Issue Date: | 2011 |
| Publisher: | Springer |
| Citation: | Boudt, K., Caliskan, D., & Croux, C. (2011). Robust explicit estimators of Weibull parameters. Metrika, 73, 187-209. |
| Abstract: | The Weibull distribution plays a central role in modeling duration data. Its maximum likelihood estimator is very sensitive to outliers.We propose three robust and explicit Weibull parameter estimators: the quantile least squares, the repeated median and the median/𝘘𝘯 estimator. We derive their breakdown point, influence function, asymptotic variance and study their finite sample properties in a Monte Carlo study. The methods are illustrated on real lifetime data affected by a recording error. |
| URI: | https://www.um.edu.mt/library/oar/handle/123456789/124296 |
| Appears in Collections: | Scholarly Works - FacSciSOR |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Robust explicit estimators of Weibull parameters 2011.pdf Restricted Access | 352.93 kB | Adobe PDF | View/Open Request a copy |
Items in OAR@UM are protected by copyright, with all rights reserved, unless otherwise indicated.