Investigation of finite-sample properties of robust location and scale estimators

  title={Investigation of finite-sample properties of robust location and scale estimators},
  author={Chanseok Park and Haewon Kim and Min Wang},
  journal={Communications in Statistics - Simulation and Computation},
  pages={2619 - 2645}
Abstract When the experimental data set is contaminated, we usually employ robust alternatives to common location and scale estimators such as the sample median and Hodges-Lehmann estimators for location and the sample median absolute deviation and Shamos estimators for scale. It is well known that these estimators have high positive asymptotic breakdown points and are Fisher-consistent as the sample size tends to infinity. To the best of our knowledge, the finite-sample properties of these… 
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