Minimum Covariance Determinant-Based Quantile Robust Regression-Type Estimators for Mean Parameter

Robust regression tools are commonly used to develop regression-type ratio estimators with traditional measures of location whenever data contaminated outliers. Recently, the researchers extended this idea and developed through robust minimum covariance determinant (MCD) estimation. In study, quantile MCD-based is utilized a class mean proposed. The squared errors (MSEs) proposed also obtained. compared reviewed simulation study. We incorporated two real-life applications. To assess presence outliers in these applications, Dixon chi-squared test used. It found that performing better as some existing estimators.