On the efficiency of the Trimean and Q123.
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.
|Research Areas:||A. Middlesex University Schools and Centres > Business School > Accounting and Finance|
|Deposited On:||19 Jan 2010 08:40|
|Last Modified:||30 Oct 2014 04:11|
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