Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 14, No 1, (2003), 5p-13p
The concept for trimming and weighing the terms in the Method of Maximum Likelihood gives us a very flexible and useful way to improve the robustness of MLE. Till now the studies were focused mainly on the trimming factor. The theory of d-fullness gives us a powerful method to determine this property in the cases of WLTE, MLE and LTE.
The aim of this study is to consider the weights of the WLTE estimators and to compare the results obtained by using different algorithms for calculating weights.