Comparison of robust estimates of modified variants of standard deviations and average absolute deviations
Robust estimates of the scale parameter characterizing the spread of a random variable are studied in the present work. Estimates are proposed that are asymptotically normally distributed, have bounded influence functions, and hence, in contrast to the standard deviation estimate, are protected from...
| Published in: | Russian physics journal Vol. 65, № 2. P. 382-393 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001001049 Перейти в каталог НБ ТГУ |