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Implementing M-Estimators of the Gamma Distribution

  • A. Marazzi
  • C. Ruffieux
Part of the Lecture Notes in Statistics book series (LNS, volume 109)

Abstract

Several types of M-estimators for multiparameter models have been proposed in Hampel et al. (1986). This paper considers 6 options and specializes them to the Gamma distribution, with the purpose of estimating its mean. It discusses their implementation; i.e., the numerical computation of the estimates, the determination of their tuning parameters, and the evaluation of measures that characterize their distribution (e.g., bias, variance, breakdown point, …). One of the options is selected for practical use.

Key words and phrases

M-estimates Gamma distribution 

AMS 1991 subject classifications

Primary 62F35 secondary 65U05 

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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • A. Marazzi
    • 1
  • C. Ruffieux
    • 1
  1. 1.Institut Universitaire de MédicineLausanneSwitzerland

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