Some Remarks about Robust Estimation of the Scale Parameter in Weighted Models

Abstract

Using Zieliński's (1977) concept of robustness, Błażej (2007) obtained the uniformly most bias-robust estimates (UMBREs) of the scale parameter for some statistical models, in a class of linear functions of order statistics. Violations of the models are generated by weight functions. In this article the UMBRE of the scale parameter, based on order statistics, a more general weighted model is derived. Extension of a result of Błażej (2007) is given.

Keywords:

• Bias
• Order statistics
• Robustness
• Weighted distributions

Mathematics Subject Classification:

• 60E15
• 62F10
• 62F35
• 62N02