Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885–1920

作者: Stephen M. Stigler

DOI: 10.1080/01621459.1973.10481439

关键词: EstimationMathematical economicsMathematicsOrder statisticEconometrics

摘要: Abstract This article reviews some of the history robust estimation, emphasizing period 1885–1920 and work Newcomb, Edgeworth, Sheppard, Daniell. Particular attention is paid to lines development which have excited recent interest, including linear functions order statistics mixtures normal densities as models for heavy-tailed populations.

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