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Monte Carlo Techniques in Studying Robust Estimators / David C. Hoaglin.
- Format:
- Book
- Author/Creator:
- Hoaglin, David C.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w0016.
- NBER working paper series no. w0016
- Language:
- English
- Subjects (All):
- Mathematical statistics.
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1973.
- Cambridge, Mass. : National Bureau of Economic Research, 1973.
- Summary:
- Recent work on robust estimation has led to many procedures, which are easy to formulate and straightforward to program but difficult to study analytically. In such circumstances experimental sampling is quite attractive, but the variety and complexity of both estimators and sampling situations make effective Monte Carlo techniques essential. This discussion examines problems, techniques, and results and draws on examples in studies of robust location and robust regression.
- Notes:
- Print version record
- November 1973.
- Includes bibliographical references.
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