Optimal B-Robust Estimators for the Parameters of the Generalized Half-Normal Distribution

Abstract

The purpose of this study is to propose robust estimators by using optimal B-robust (OBR) estimation method (Hampel et al. [5]) for the parameters of the generalized half-normal (GHN) distribution. After given the robust estimators, we provide a small simulation study to compare its performance with the estimators obtained from maximum likelihood (ML) estimation method. We also give a real data example to illustrate the performance of the proposed estimators.

Keywords

• generalized half-normal
• optimal B-robust
• maximum likelihood