Robust regression for estimating the Burr XII parameters with outliers

Fu Kwun Wang*, Yung Fu Cheng

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

12 Scopus citations

Abstract

The Burr XII distribution offers a more flexible alternative to the lognormal, log-logistic and Weibull distributions. Outliers can occur during reliability life testing.Thus, we need an efficient method to estimate the parameters of the Burr XII distribution for censored data with outliers. The objective of this paper is to present a robust regression (RR) method called M-estimator to estimate the parameters of a two-parameter Burr XII distribution based on the probability plotting procedure for both the complete and multiply-censored data with outliers. The simulation results show that the RR method outperforms the unweighted least squares and maximum likelihood methods in most cases in terms of bias and errors in the root mean square.

Original languageEnglish
Pages (from-to)807-819
Number of pages13
JournalJournal of Applied Statistics
Volume37
Issue number5
DOIs
StatePublished - 05 2010
Externally publishedYes

Keywords

  • Burr XII distribution
  • Least squares
  • M-estimator
  • Maximum likelihood
  • Robust regression

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