Abstract
The Weibull distribution plays a central role in modeling duration data. Its maximum likelihood estimator is very sensitive to outliers. We propose three robust and explicit Weibull parameter estimators: the quantile least squares, the repeated median and the median/Q n estimator. We derive their breakdown point, influence function, asymptotic variance and study their finite sample properties in a Monte Carlo study. The methods are illustrated on real lifetime data affected by a recording error.
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Boudt, K., Caliskan, D. & Croux, C. Robust explicit estimators of Weibull parameters. Metrika 73, 187–209 (2011). https://doi.org/10.1007/s00184-009-0272-1
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DOI: https://doi.org/10.1007/s00184-009-0272-1