Robustness of Location Estimators under Changes of Population Kurtosis
总体峰度变化下位置估计量的稳健性
We investigate the robustness of various estimators of the mean for two families of symmetric distributions (exponential power and t) indexed by the kurtosis γ and Hogg's (1972) measure of tail thickness Q. For fixed γ or Q, the optimal estimator for one family is often inefficient for the other family. Furthermore, over various ranges of γ or Q some common estimators (e.g., the median) are efficient only for one family. However, other estimators (e.g., some trimmed means…