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.
%0 Journal Article
%1 huber:1964
%A Huber, Peter J.
%D 1964
%J Annals of Mathematical Statistics
%K
%N 1
%P 73--101
%R 10.1214/aoms/1177703732
%T Robust estimation of a location parameter
%U http://dx.doi.org/10.1214/aoms/1177703732
%V 35
%X 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.
@article{huber:1964,
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.},
added-at = {2012-09-01T13:08:21.000+0200},
author = {Huber, Peter J.},
biburl = {https://www.bibsonomy.org/bibtex/26f23927f8e9d8cf3a33c5ae9d7758767/nilsma},
doi = {10.1214/aoms/1177703732},
interhash = {b3b89c57d01fb443cb05ebac15b0592a},
intrahash = {6f23927f8e9d8cf3a33c5ae9d7758767},
issn = {0003-4851},
journal = {Annals of Mathematical Statistics},
keywords = {},
month = mar,
number = 1,
pages = {73--101},
timestamp = {2021-02-09T13:22:51.000+0100},
title = {Robust estimation of a location parameter},
url = {http://dx.doi.org/10.1214/aoms/1177703732},
volume = 35,
year = 1964
}