Monte Carlo Techniques in Studying Robust Estimators / David C. Hoaglin.

Author
Hoaglin, David C. [Browse]
Format
Book
Language
English
Published/​Created
  • Cambridge, Mass. National Bureau of Economic Research 1973.
  • Cambridge, Mass. : National Bureau of Economic Research, 1973.
Description
1 online resource: illustrations (black and white);

Details

Subject(s)
Series
  • Working Paper Series (National Bureau of Economic Research) no. w0016. [More in this series]
  • NBER working paper series no. w0016
Summary note
Recent work on robust estimation has led to many procedures, which are easy to formulate and straightforward to program but difficult to study analytically. In such circumstances experimental sampling is quite attractive, but the variety and complexity of both estimators and sampling situations make effective Monte Carlo techniques essential. This discussion examines problems, techniques, and results and draws on examples in studies of robust location and robust regression.
Notes
November 1973.
Bibliographic references
Includes bibliographical references.
Source of description
Print version record
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