基于改进的中位数绝对偏差稳健尺度估计
Robust Scale Estimation Based on the Improved Median Absolute Deviations
作者: 杨苹莉 :中国矿业大学(北京),北京;
关键词: 尺度估计; 稳健性; 得分函数; Scale Estimation; Robustness; Score Function
摘要:Abstract: Robust scale estimation with unknown location parameters which is called general median absolute deviations (GMAD) was proposed based on a robust scale estimation with location parameters of 0 (improved median absolute deviations FQn) given by Smirnor-Shevlyakov in 2014. The data analysis showed that FQn loses robustness when location parameters are unknown, but GMAD is robust when location parameters are zero or unknown.
文章引用: 杨苹莉 (2015) 基于改进的中位数绝对偏差稳健尺度估计。 统计学与应用, 4, 94-102. doi: 10.12677/SA.2015.42011
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