@Reference(authors="F. R. Hampel", title="The Influence Curve and Its Role in Robust Estimation", booktitle="Journal of the American Statistical Association, June 1974, Vol. 69, No. 346", url="http://www.jstor.org/stable/10.2307/2285666") public class NormalMADEstimator extends AbstractMADEstimator<NormalDistribution>
F. R. Hampel
The Influence Curve and Its Role in Robust Estimation
in: Journal of the American Statistical Association, June 1974, Vol. 69, No.
346
P. J. Rousseeuw, C. Croux
Alternatives to the Median Absolute Deviation
in: Journal of the American Statistical Association, December 1993, Vol. 88,
No. 424, Theory and Methods
Modifier and Type | Class and Description |
---|---|
static class |
NormalMADEstimator.Parameterizer
Parameterization class.
|
Modifier and Type | Field and Description |
---|---|
static NormalMADEstimator |
STATIC
Static estimator, more robust to outliers by using the median.
|
Modifier | Constructor and Description |
---|---|
private |
NormalMADEstimator()
Constructor.
|
Modifier and Type | Method and Description |
---|---|
NormalDistribution |
estimateFromMedianMAD(double median,
double mad)
General form of the parameter estimation
|
Class<? super NormalDistribution> |
getDistributionClass()
Get the class that is produced by the estimator.
|
computeMAD, estimate, toString
public static NormalMADEstimator STATIC
private NormalMADEstimator()
public NormalDistribution estimateFromMedianMAD(double median, double mad)
MADDistributionEstimator
estimateFromMedianMAD
in interface MADDistributionEstimator<NormalDistribution>
estimateFromMedianMAD
in class AbstractMADEstimator<NormalDistribution>
median
- Median valuemad
- Median absolute deviation from medianpublic Class<? super NormalDistribution> getDistributionClass()
DistributionEstimator
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