Simple robust parameter estimation for the Birnbaum-Saunders distribution

M Wang, C Park, X Sun - Journal of Statistical Distributions and …, 2015 - Springer
Journal of Statistical Distributions and Applications, 2015Springer
We study the problem of robust estimation for the two-parameter Birnbaum-Saunders
distribution. It is well known that the maximum likelihood estimator (MLE) is efficient when
the underlying model is true but at the same time it is quite sensitive to data contamination
that is often encountered in practice. In this paper, we propose several estimators which
have simple closed forms and are also robust to data contamination. We study the
breakdown points and asymptotic properties of the proposed estimators. These estimators …
Abstract
We study the problem of robust estimation for the two-parameter Birnbaum-Saunders distribution. It is well known that the maximum likelihood estimator (MLE) is efficient when the underlying model is true but at the same time it is quite sensitive to data contamination that is often encountered in practice. In this paper, we propose several estimators which have simple closed forms and are also robust to data contamination. We study the breakdown points and asymptotic properties of the proposed estimators. These estimators are then applied to both simulated and real datasets. Numerical results show that the proposed estimators are attractive alternative to the MLE in that they are quite robust to data contamination and also highly efficient when the underlying model is true.
Springer
以上显示的是最相近的搜索结果。 查看全部搜索结果