Robust Estimation of a Location Parameter

Abstract

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.)