Optimal B-robust estimators for the parameters of the power Lindley distribution

Berivan Çakmak and Fatma Zehra Doğru

Journal of Applied Statistics, 2021, vol. 48, issue 13-15, 2369-2388

Abstract: Parameters of a distribution are generally estimated by using the classical methods such as maximum likelihood (ML) and least squares (LS) estimation. However, these classical methods are very sensitive to outliers. This study, therefore, proposes the application of the optimal B-robust (OBR) estimation method, which is resistant to outliers, to estimate the parameters of power Lindley (PL) distribution. We also provide a simulation study and a real data example to compare the performance of the OBR estimators with the performances of the ML, LS, and the regression M estimators.

Date: 2021
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DOI: 10.1080/02664763.2020.1854201

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