IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v38y2011i6p1289-1301.html
   My bibliography  Save this article

A two-step robust estimation of the process mean using M-estimator

Author

Listed:
  • Hamid Shahriari
  • Orod Ahmadi
  • Amir H. Shokouhi

Abstract

Parameter estimation is the first step in constructing control charts. One of these parameters is the process mean. The classical estimators of the process mean are sensitive to the presence of outlying data and subgroups which contaminate the whole data. In existing robust estimators for the process mean, the effects of the presence of the individual outliers are being considered, while, in this paper, a robust estimator is being proposed to reduce the effect of outlying subgroups as well as the individual outliers within a subgroup. The proposed estimator was compared with some classical and robust estimators of the process mean. Although, its relative efficiency is fourth among the estimators tested, its robustness and efficiency are large when the outlying subgroups are present. Evaluation of the results indicated that the proposed estimator is less sensitive to the presence of outliers and the process mean performs well when there are no individual outliers or outlying subgroups.

Suggested Citation

  • Hamid Shahriari & Orod Ahmadi & Amir H. Shokouhi, 2011. "A two-step robust estimation of the process mean using M-estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1289-1301, May.
    • Handle: RePEc:taf:japsta:v:38:y:2011:i:6:p:1289-1301
    DOI: 10.1080/02664763.2010.498502
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2010.498502
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2010.498502?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:38:y:2011:i:6:p:1289-1301. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.