Robust and Explicit Estimators for Weibull Parameters

The Weibull distribution plays a central role in modeling duration data.
Its maximum likelihood estimator is very sensitive to outliers. We propose
three robust and explicit Weibull parameter estimators: the quantile least
squares, the repeated median and the median/Qn estimator. We derive their
breakdown point, in°uence function, asymptotic variance and study their ¯-
nite sample properties in a Monte Carlo study. The methods are illustrated
on real lifetime data a®ected by a recording error.

Publication year:2011

Keywords:Breakdown point