The most stable estimator of location under integrable contaminants

Volume 29 / 2002

Ryszard Zieli/nski Applicationes Mathematicae 29 (2002), 1-6 MSC: 62F35, 62F10, 62F12. DOI: 10.4064/am29-1-1

Abstract

If a symmetric distribution is $\varepsilon $-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.

Authors

  • Ryszard Zieli/nskiInstitute of Mathematics
    Polish Academy of Sciences
    P.O. Box 137
    00-950 Warszawa, Poland
    e-mail

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