Robust Estimates of Location

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Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying c...

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Because estimation involves inferring information about an unknown quantity on the basis of available data, the selection of an estimator is influenced by its ability to perform well under the conditions that are assumed to underlie the data. Since these conditions are never known exactly, the estimators chosen must be robust; i.e., they must be able to perform well under a variety of underlying c...

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  • Formats: pdf
  • ISBN: 9781400867011
  • Publication Date: 8 Mar 2015
  • Publisher: Princeton University Press
  • Product language: English
  • Drm Setting: DRM