000 02024nab a2200313 c 4500
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008 220525|2021 ru s a eng d
024 7 _a10.1007/s11182-021-02288-4
_2doi
035 _akoha000894845
040 _aRU-ToGU
_brus
_cRU-ToGU
100 1 _aShulenin, V. P.
_d1944-2021
_999640
245 1 0 _aRobust properties of the median of absolute differences and family of inter-α-quantile ranges
_cV. P. Shulenin
336 _aТекст
337 _aэлектронный
504 _aБиблиогр.: 40 назв.
520 3 _aWhen studying the properties of various physical objects, experimental data often contain gross errors (outliers) which can lead to significant distortions of the results of statistical processing of such data. For this reason, statistical procedures are being developed that are protected from the presence of outliers in observations. In this paper, two types of robust estimates of the scale parameter, which characterizes the spread (variability) of the random variable under study, are considered. The proposed estimates are asymptotically normally distributed, have bounded influence functions, and therefore, unlike the standard deviation estimates, are protected from the presence of outliers in the sample. The results of comparing the estimates of the scale parameter by the efficiency for different observation models, in particular, for the Gauss model with large-scale contamination, are presented.
653 _aробастные оценки
653 _aадаптивные оценки
653 _aмасштабный параметр
653 _aфункция влияния
655 4 _aстатьи в журналах
_9879358
773 0 _tRussian physics journal
_d2021
_gVol. 63, № 12. P. 2189-2204
_x1064-8887
852 4 _aRU-ToGU
856 4 _uhttp://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000894845
908 _aстатья
999 _c894845