Robust Estimation of a Location Parameter

  • Peter J. Huber
Part of the Springer Series in Statistics book series (SSS)


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.)


Maximum Likelihood Estimator Location Parameter Robust Estimation Asymptotic Normality Asymptotic Variance 
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Copyright information

© Springer-Verlag New York, Inc. 1992

Authors and Affiliations

  • Peter J. Huber
    • 1
  1. 1.University of CaliforniaBerkeleyUSA

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