Gather, Ursula; Schultze, Verena - Institut für Wirtschafts- und Sozialstatistik, … - 1997
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...