Robust explicit estimators of Weibull parameters


Boudt K. , Caliskan D., Croux C.

METRIKA, cilt.73, ss.187-209, 2011 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 73 Konu: 2
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1007/s00184-009-0272-1
  • Dergi Adı: METRIKA
  • Sayfa Sayıları: ss.187-209

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.