Abstract: In general, classical methods such as maximum
likelihood (ML) and least squares (LS) estimation methods are used
to estimate the shape parameters of the Burr XII distribution.
However, these estimators are very sensitive to the outliers. To
overcome this problem we propose alternative robust estimators
based on the M-estimation method for the shape parameters of the
Burr XII distribution. We provide a small simulation study and a real
data example to illustrate the performance of the proposed estimators
over the ML and the LS estimators. The simulation results show that
the proposed robust estimators generally outperform the classical
estimators in terms of bias and root mean square errors when there
are outliers in data.