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
DOI: 10.12677/SA.2015.42011, PDF, HTML, XML,  被引量 下载: 2,155  浏览: 4,476  科研立项经费支持
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: 本文基于Smirnor-Shevlyakov在2014年针对位置参数已知为0的稳健尺度估计(即改进的中位数绝对偏差FQn),提出了位置参数未知时的稳健尺度估计(称之为广义中位数绝对偏差GMAD)。数据分析表明:FQn在位置参数未知时不稳健,但GMAD估计在位置参数为0以及未知时均稳健。
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. 基于改进的中位数绝对偏差稳健尺度估计[J]. 统计学与应用, 2015, 4(2): 94-102. http://dx.doi.org/10.12677/SA.2015.42011