A Sampling Study of Minimum Absolute Deviations Estimators

V. G. Ashar and T. D. Wallace
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V. G. Ashar: North Carolina State College
T. D. Wallace: North Carolina State College

Operations Research, 1963, vol. 11, issue 5, 747-758

Abstract: Small sample properties of minimum absolute deviations estimators were studied via a simulation model. A four-parameter model of full rank was proposed and 50 random samples were drawn consistent with this model. Results indicated that, for this experiment, m a d estimators were about 20 per cent efficient compared to minimum variance estimators, using Aitken's concept of generalized efficiency. No significant biases were found in the experiment.

Date: 1963
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