Mathematics
6 years ago

New estimators revolutionize efficiency and robustness in parameter estimation.

1 view
Journal of Statistical Computation and Simulation
The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters
Hakan Savaş Sazak

Paper Summary

The article introduces new estimators for location and scale parameters, called DWMML and CDWMML, which are efficient and robust. DWMML1 is highly efficient and robust, DWMML3 is even more robust than M-estimators, and DWMML2 balances efficiency and robustness. CDWMML1 and CDWMML2 are very efficient and robust, especially for the scale parameter.

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