On the efficiency of Gini's mean difference

Carina Gerstenberger (Corresponding Author), Daniel Vogel

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)
2 Downloads (Pure)

Abstract

We examine the efficiency of the mean deviation and Gini's mean difference (the mean of all pairwise distances). Our findings support the viewpoint that Gini's mean difference combines the advantages of the mean deviation and the standard deviation.
Original languageEnglish
Pages (from-to)569-596
Number of pages28
JournalStatistical Methods & Applications
Volume24
Issue number4
Early online date7 May 2015
DOIs
Publication statusPublished - Nov 2015

Keywords

  • math.ST
  • stat.TH
  • 62G35, 62G05, 62G20
  • influence function
  • mean deviation
  • median absolute deviation
  • normal mixture distribution
  • residue theorem
  • robustness

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