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1992 | OriginalPaper | Buchkapitel

Robust Estimation of a Location Parameter

verfasst von : Peter J. Huber

Erschienen in: Breakthroughs in Statistics

Verlag: Springer New York

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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.)

Metadaten
Titel
Robust Estimation of a Location Parameter
verfasst von
Peter J. Huber
Copyright-Jahr
1992
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-4380-9_35