On the efficiency of the Trimean and Q123.

Doyle, John R. and Chen, Catherine Huirong (2009) On the efficiency of the Trimean and Q123. Journal of Statistics & Management Systems, 12 (2). pp. 319-323. ISSN 0972-0510

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Abstract

A Monte Carlo study showed that, for all but small samples with high levels of contamination, the robust efficiency of Tukey’s trimean may be improved by single-weighting the median.

Item Type:Article
Research Areas:Middlesex University Schools and Centres > Business School > Accounting and Finance
ID Code:3714
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Deposited On:19 Jan 2010 08:40
Last Modified:30 Oct 2014 04:11

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