Robust estimation of scale of an exponential distribution

Ursula Gather; Verena Schultze

We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown point, but their explosion bias curves are different. It is shown that under a gross error model the explosion bias curve of the new estimator performs better than the bias curves of the other estimators.

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Year of publication:	1997
Authors:	Gather, Ursula ; Schultze, Verena
Publisher:	Dortmund : SFB 475, Universität Dortmund
Subject:	Influence function \| breakdown point \| explosion bias curve \| Robustes Verfahren \| Robust statistics \| Schätztheorie \| Estimation theory \| Systematischer Fehler \| Bias \| Statistische Verteilung \| Statistical distribution