Stimatori di tipo M per dati censurati con una applicazione alla stima robusta del parametro di una distribuzione esponenziale

Abstract

In the first part of the paper, the use of M-estimators for a sample containing censored observations is discussed. In particular, a simple and intuitively acceptable extension of a generic M-estimates is considered. The second part discusses robust estimation of the parameter of an exponential model. This part contains directly applicable results and illustrates the construction of the estimators previously suggested.