Robust Estimation of a Location Parameter
Abstract
This paper contains a new approach toward a theory of robust estimation; it treats in detail the asymptotic theory of estimating a location parameter for contaminated normal distributions, and exhibits estimators--intermediaries between sample mean and sample median--that are asymptotically most robust (in a sense to be specified) among all translation invariant estimators. For the general background, see Tukey (1960) (p. 448 ff.) Let $x_1,...
Paper Details
Title
Robust Estimation of a Location Parameter
Published Date
Mar 1, 1964
Volume
35
Issue
1
Pages
73 - 101
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