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Article: Quasi-Bayesian estimation of Stigler's data sets
Title | Quasi-Bayesian estimation of Stigler's data sets |
---|---|
Authors | |
Keywords | Aic Outliers Predictive Likelihood Relative Errors Robust Estimators |
Issue Date | 1989 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda |
Citation | Computational Statistics And Data Analysis, 1989, v. 7 n. 3, p. 237-243 How to Cite? |
Abstract | A lot of studies envaluating the performance of robust estimators and outliers detection methods in the estimation of location parameters have been done basing on simulation results. However, this approach is sometimes being criticised as unrealistic. Instead, real data sets of the velocity of light (Stigler, 1977) which is known nowadays are analysed using quasi-Bayesian estimator (Fung, 1987; Fung and Bacon-Shone, 1988). A comparison with other estimators that have been used for studying these data sets is also carried out. It is found that the quasi-Bayesian estimator gets the best result among the estimators. © 1989. |
Persistent Identifier | http://hdl.handle.net/10722/172455 |
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.008 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Fung, WK | en_US |
dc.date.accessioned | 2012-10-30T06:22:36Z | - |
dc.date.available | 2012-10-30T06:22:36Z | - |
dc.date.issued | 1989 | en_US |
dc.identifier.citation | Computational Statistics And Data Analysis, 1989, v. 7 n. 3, p. 237-243 | en_US |
dc.identifier.issn | 0167-9473 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172455 | - |
dc.description.abstract | A lot of studies envaluating the performance of robust estimators and outliers detection methods in the estimation of location parameters have been done basing on simulation results. However, this approach is sometimes being criticised as unrealistic. Instead, real data sets of the velocity of light (Stigler, 1977) which is known nowadays are analysed using quasi-Bayesian estimator (Fung, 1987; Fung and Bacon-Shone, 1988). A comparison with other estimators that have been used for studying these data sets is also carried out. It is found that the quasi-Bayesian estimator gets the best result among the estimators. © 1989. | en_US |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda | en_US |
dc.relation.ispartof | Computational Statistics and Data Analysis | en_US |
dc.subject | Aic | en_US |
dc.subject | Outliers | en_US |
dc.subject | Predictive Likelihood | en_US |
dc.subject | Relative Errors | en_US |
dc.subject | Robust Estimators | en_US |
dc.title | Quasi-Bayesian estimation of Stigler's data sets | en_US |
dc.type | Article | en_US |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_US |
dc.identifier.authority | Fung, WK=rp00696 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.scopus | eid_2-s2.0-5844422450 | en_US |
dc.identifier.volume | 7 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 237 | en_US |
dc.identifier.epage | 243 | en_US |
dc.identifier.isi | WOS:A1989R826300002 | - |
dc.publisher.place | Netherlands | en_US |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_US |
dc.identifier.issnl | 0167-9473 | - |