
doi: 10.1007/bfb0072721
Huber (1981) has shown that for symmetric and unimodal parent distribution function the asymptotically most bias-robust sequence of invariant estimators of the location parameter under ɛ-contamination is the sequence of sample medians. We show, without the assumption of symmetry, that XL(n):n−C, n≥1, for X i:n being ith order statistic in the sample X1, X2, ..., X n and for properly chosen L(n) and C, is asymptotically most bias-robust sequence of estimators of location.
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