Abstract
For an estimator of locations to be useful for inferential purposes, a reliable method of estimating its variance is needed. In this paper, three methods of variance estimation are compared for ten location estimaters across a variety of parent distributions both symmetric and skew. Recommendations are made for different situations based on the bias of the variance estimater as well as the efficiency of the location estimater.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 221-248 |
| Number of pages | 28 |
| Journal | Communications in Statistics: Simulation and Computation |
| Volume | 10 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jan 1 1981 |
Keywords
- adaptive estimate
- and Phrases
- M estimate
- median
- Monte Carlo method
- trimmed mean
ASJC Scopus subject areas
- Modeling and Simulation
- Statistics and Probability