Record Details

Qualitative Robustness in Estimation

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title Qualitative Robustness in Estimation
 
Creator Nasser, Mohammed; Department of Statistics
Rajshahi University, Rajshahi-6205, Bangladesh
Hamzah, Nor Aishah; Institute of Mathematical Sciences University of Malaya
Kuala Lumpur, Malaysia
Alam, Md. Ashad; Department of Statistics
Hajee Mohammad Danesh Science and Technology University
Dinajpur 5200, Bangladesh
 
Subject Statistics
Breakdown Point, Influence Function, Qualitative Robustness and Qualitative Robustness Index.

 
Description Qualitative robustness, influence function, and breakdown point are three main concepts to judge an estimator from the viewpoint of robust estimation. It is important as well as interesting to study relation among them. This article attempts to present the concept of qualitative robustness as forwarded by first proponents and its later development. It illustrates intricacies of qualitative robustness and its relation with consistency, and also tries to remove commonly believed misunderstandings about relation between influence function and qualitative robustness citing some examples from literature and providing a new counter-example. At the end it places a useful finite and a simulated version of   qualitative robustness index (QRI). In order to assess the performance of the proposed measures, we have compared fifteen estimators of correlation coefficient using simulated as well as real data sets.
 
Publisher College of Statistical and Actuarial Sciences
 
Contributor
 
Date 2012-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/532
10.18187/pjsor.v8i3.532
 
Source Pakistan Journal of Statistics and Operation Research; Vol 8. No. 3, 2012; 619-634
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/532/264