Journal Title
Title of Journal: AStA Adv Stat Anal
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Abbravation: AStA Advances in Statistical Analysis
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Publisher
Springer-Verlag
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Authors: Subhra Sankar Dhar Probal Chaudhuri
Publish Date: 2008/12/05
Volume: 93, Issue: 2, Pages: 151-158
Abstract
The least trimmed squares LTS estimator and the trimmed mean TM are two wellknown trimmingbased estimators of the location parameter Both estimates are used in practice and they are implemented in standard statistical software eg SPLUS R Matlab SAS The breakdown point of each of these estimators increases as the trimming proportion increases while the efficiency decreases Here we have shown that for a wide range of distributions with exponential and polynomial tails TM is asymptotically more efficient than LTS as an estimator of the location parameter when they have equal breakdown points
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