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A Comparison of Robust Estimators in the Presence of Arbitrarily Right Censored Data
Authors:R C Khan-Malek  Rhonda C Magel
Abstract:Robust estimation of a location parameter is considered when the data from an unknown symmetric population are subject to arbitrary right-censorship. Comparisons are made between various M-estimators, several L-estimators (trimmed means), and the Kaplan-Meier median. Ten sampling distributions, two uniform censoring distributions, and three sample sizes are examined. A Cauchy censoring distribution is also considered when the sample size is equal to twenty for each of the ten sampling distributions. Performance is based on the estimated mean square error.
Keywords:Tukey's estimator  Huber's M-estimator  Robust  Trimmed means  Kaplan-Meier median
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