The most stable estimator of location under integrable contaminants
Volume 29 / 2002
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.
