Journal of the Korean Statistical Society
- 제11권2호
- /
- Pages.109-117
- /
- 1982
- /
- 1226-3192(pISSN)
- /
- 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)
- 발행 : 1982.12.01
초록
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.
키워드