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Published in:
1992 | OriginalPaper | Chapter
Robust Estimation of a Location Parameter
Author : Peter J. Huber
Published in: Breakthroughs in Statistics
Publisher: Springer New York
Included in: Professional Book Archive
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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.)