Robust Measures of location for Directional Data

Established techniques for robust M estimation of a location parameter are adapted for use in directional data. In particular, a periodic version of any of the commonly used ψ functions can be used to define a comparable estimator of angular location. This technique is illustrated with a numerical e...

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Veröffentlicht in:Technometrics 1981-02, Vol.23 (1), p.77-81
1. Verfasser: Lenth, Russell V.
Format: Artikel
Sprache:eng
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Zusammenfassung:Established techniques for robust M estimation of a location parameter are adapted for use in directional data. In particular, a periodic version of any of the commonly used ψ functions can be used to define a comparable estimator of angular location. This technique is illustrated with a numerical example and a small simulation study. The proposed estimators appear to perform at efficiency levels similar to those of ordinary M estimators in the linear case.
ISSN:0040-1706
1537-2723
DOI:10.1080/00401706.1981.10486240