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Robust Estimates of Location and Dispersion [microform] / Eric Blankmeyer
Bib ID 5612620
Format BookBook, MicroformMicroform, OnlineOnline
Author
Blankmeyer, Eric
 
Online Versions
Description [S.l.] : Distributed by ERIC Clearinghouse, 1997 
13 p. 
Summary

This paper gives concise descriptions of a robust location statistic, the remedian of P. Rousseeuw and G. Bassett (1990) and a robust measure of dispersion, the "Sn" of P. Rousseeuw and C. Croux (1993). The use of Sn in least absolute errors regression (L1) is discussed, and BASIC programs for both statistics are provided. The remedian is an iterated median that needs a small amount of memory to process large data sets. It is an attractive robust estimator of location in large samples where the storage of the individual observations is impractical. The Sn estimator is unbiased and has an asymptotic efficiency of about 58%. Among its many applications is the question of a scale estimate for L1 regression problems, those that minimize the sum of the absolute residuals instead of the sum of the squared residuals. Appendixes contain both BASIC programs. (Author/SLD)

Notes

May also be available online. Address as at 14/8/18: https://eric.ed.gov/

Reproduction Microfiche. [Washington D.C.]: ERIC Clearinghouse microfiches : positive. 
Subjects Estimation (Mathematics)  |  Regression (Statistics)  |  Robustness (Statistics)  |  Statistical Analysis.  |  Dispersion (Statistics) Locational Analysis  |  Median (Statistics)
Form/genre Reports, Descriptive.
Available From ERIC 

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