Robust explicit estimators of Weibull parameters

Creative Commons License

Boudt K., Caliskan D., Croux C.

METRIKA, cilt.73, sa.2, ss.187-209, 2011 (SCI-Expanded, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 73 Sayı: 2
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1007/s00184-009-0272-1
  • Dergi Adı: METRIKA
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.187-209
  • Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
  • Hacettepe Üniversitesi Adresli: Evet

Özet

The Weibull distribution plays a central role in modeling duration data. Its maximum likelihood estimator is very sensitive to outliers. We propose three robust and explicit Weibull parameter estimators: the quantile least squares, the repeated median and the median/Q (n) estimator. We derive their breakdown point, influence function, asymptotic variance and study their finite sample properties in a Monte Carlo study. The methods are illustrated on real lifetime data affected by a recording error.