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Robustness to outliers in location–scale parameter model using log-regularly varying distributions
2015
Annals of Statistics
Estimating the location and scale parameters is common in statistics, using, for instance, the well-known sample mean and standard deviation. However, inference can be contaminated by the presence of outliers if modeling is done with light-tailed distributions such as the normal distribution. In this paper, we study robustness to outliers in location-scale parameter models using both the Bayesian and frequentist approaches. We find sufficient conditions (e.g., on tail behavior of the model) to
doi:10.1214/15-aos1316
fatcat:m6pkczwpprczvigi47drrb57qa