On point estimation of the abnormality of a Mahalanobis index
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- 作者：Fadlalla G. Elfadalya ; b ; f.elfadaly@open.ac.uk" class="auth_mail" title="E-mail the corresponding author ; Paul H. Garthwaitea ; John R. Crawfordc
- 关键词：Bernstein polynomials ; Mahalanobis distance ; Median estimator ; Plug-in maximum likelihood ; Quadrature approximation ; Unbiased estimation
- 刊名：Computational Statistics & Data Analysis
- 出版年：2016
- 出版时间：July 2016
- 年：2016
- 卷：99
- 期：Complete
- 页码：115-130
- 全文大小：694 K
文摘
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We seek an estimate of the population proportion with extreme Mahalanobis index.
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Nine point estimates are examined in an extensive simulation study.
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Maximum likelihood estimates have substantial bias.
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Methods based on polynomial approximations give low bias, but can be out-of-range.
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An adapted median estimator that always gives sensible estimates is proposed.