Author:

Keywords:

Breakdown value, Location estimator, Maxbias curve, Robustness, Science & Technology, Physical Sciences, Statistics & Probability, Mathematics, breakdown value, maxbias curve, robustness, location estimator, 0104 Statistics, 1403 Econometrics, 3802 Econometrics, 4905 Statistics

Abstract:

A maxbias curve is a powerful tool to describe the robustness of an estimator. It tells us how much an estimator can change due to a given fraction of contamination. In this paper, maxbias curves are computed for some univariate location estimators based on subranges: midranges, trimmed means and the univariate Minimum Volume Ellipsoid (MVE) location estimators. These estimators are intuitively appealing and easy to calculate.