Robust estimation of the scale and weighted distributions
Volume 34 / 2007
Applicationes Mathematicae 34 (2007), 29-38
MSC: 60E15, 60E07, 62N05.
DOI: 10.4064/am34-1-3
Abstract
The concept of robustness given by Zieliński (1977) is considered in cases where violations of models are generated by weight functions. Uniformly most bias-robust estimates of the scale parameter, based on order statistics, are obtained for some statistical models. Extensions of results of Zieliński (1983) and Bartoszewicz (1986) are given.