OPTIMAL B-ROBUST ESTIMATORS FOR THE PARAMETERS OF THE GENERALIZED HALF-NORMAL DISTRIBUTION

Dogru F. Z., BULUT Y. M., ARSLAN O.

REVSTAT-STATISTICAL JOURNAL, cilt.15, sa.3, ss.455-471, 2017 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 15 Sayı: 3
  • Basım Tarihi: 2017
  • Dergi Adı: REVSTAT-STATISTICAL JOURNAL
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.455-471
  • Anahtar Kelimeler: generalized half-normal, optimal B-robust, maximum likelihood
  • Eskişehir Osmangazi Üniversitesi Adresli: Evet

Özet

The purpose of this study is to propose robust estimators by using optimal B-robust (OBR) estimation method (Hampel et al. [5]) for the parameters of the generalized half-normal (GHN) distribution. After given the robust estimators, we provide a small simulation study to compare its performance with the estimators obtained from maximum likelihood (ML) estimation method. We also give a real data example to illustrate the performance of the proposed estimators.