作者: Stephen M. Stigler
DOI: 10.1080/01621459.1973.10481439
关键词: Estimation 、 Mathematical economics 、 Mathematics 、 Order statistic 、 Econometrics
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.