Outlier resistance in small samples

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

This paper presents a new measure of outlier resistance based on Huber's maximum bias. After standardizing by the maximum bias of the median for the same situation, outlier resistance seems to be essentially independent of n and depends on the fraction of contamination. The advantages over alternative measures of resistance involve this relative stability with the sample size, and the ability to measure resistance to a large fraction of outliers. As an example, this method of measuring outlier resistance is applied to a comparison of a 20% trimmed mean with a Huber M-estimator.

Original languageEnglish (US)
Pages (from-to)175-181
Number of pages7
JournalBiometrika
Volume73
Issue number1
DOIs
StatePublished - Apr 1986

Keywords

  • Influence curve
  • M-estimate
  • Maximum bias
  • Robustness
  • Trimmed mean

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Applied Mathematics
  • Mathematics(all)
  • Statistics and Probability
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)

Fingerprint Dive into the research topics of 'Outlier resistance in small samples'. Together they form a unique fingerprint.

  • Cite this