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- W2043395352 abstract "In the location-scale model where random observations come from the distribution we study asymptotic robustness properties of two estimators of the unknown scale parameter ?. The two estimators studied are: (i) the interquantile range, given by the functional where [Ftilde] is a normalizing constant; and (ii) the symmetrized inter-quantile range where F is obtained by symmetrizing F about the median Maximal asymptotic biases and variances of S?(F) and S? ?(F) are found under the e-contamination model where F0 is a fixed strongly unimodal symmetric distribution and G is an unknown and possibly asymmetric distribution. Asymptotic variances are sometimes (depending on e and ?) maximized when G places all its mass in a neighborhood of ? but in some cases the asymptotic variance can be increased by shifting a small amount of mass to a neighborhood of the quantile Numerical comparisons are given for the case when F0 is the standard normal distribution" @default.
- W2043395352 created "2016-06-24" @default.
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- W2043395352 date "1991-01-01" @default.
- W2043395352 modified "2023-09-26" @default.
- W2043395352 title "Maximal asymptotic biases and variances of symmetrized interquantile ranges under asymmetric contamination" @default.
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- W2043395352 doi "https://doi.org/10.1080/02331889108802319" @default.
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