Journal of the Korean Statistical Society
- Volume 11 Issue 2
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- Pages.109-117
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- 1982
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Subset Selection Procedures Based on Some Robust Estimators
- Song, Moon-Sub (Department of Computer Science & Statistics, Seoul National University) ;
- Chung, Han-Yeong (Department of Computer Science & Statistics, Seoul National University) ;
- Bae, Wha-Soo (Department of Computer Science & Statistics, Seoul National University)
- Published : 1982.12.01
Abstract
In this paper, a preliminary study is performed on the subset selection procedures which are based on the trimmed means and the Hodges-Lehmann estimator derived from the Wilcoxon test. The proposed procedures are compared to the Gupta's rule through a small smaple Monte Carlo study. The results show that the procedures based on the robust estimators are successful in terms of efficiency and robustness.
Keywords