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Robusteffektiv lägesestimation
1982 (Swedish)Doctoral thesis, monograph (Other academic)
Abstract [en]

This thesis considers an adaptive estimator of location having the property that it is asymptotically normally distributed for a family of symmetric distributions constrained only by regularity conditions. The estimator is shown to possess good efficiency robustness properties, both asymptotically and for small samples. It is also shown that a suitably studentized version of the estimator is approximately t-distributed for small and moderate sample sizes. This makes it possible to construct confidence intervals and tests for the location parameter. The small sample properties are investigated with the aid of Monte Carlo experiments. Special care has been taken to reduce the uncertainty in the results of these experiments.

Place, publisher, year, edition, pages
Stockholm: Stockholm University, 1982. , p. 167
Series
Research report - Department of Statistics, University of Stockholm, ISSN 0280-7564 ; 1982:17
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-175130Libris ID: 7643961ISBN: 91-7474-057-1 (print)OAI: oai:DiVA.org:su-175130DiVA, id: diva2:1360786
Public defence
1982-12-15, Föreläsningssalen, fysiska institutionen, Vanadisvägen 9, Stockholm, 10:00
Note

With an English summary

Available from: 2019-10-14 Created: 2019-10-14 Last updated: 2019-10-14Bibliographically approved

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