The most stable estimator of location under integrable contaminants
Applicationes Mathematicae, Tome 29 (2002) no. 1, pp. 1-6.

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If a symmetric distribution is $\varepsilon $-contaminated and the contaminants have finite first moments, the median may cease to be the most robust estimator of location.
DOI : 10.4064/am29-1-1
Keywords: symmetric distribution varepsilon contaminated contaminants have finite first moments median may cease robust estimator location

Ryszard Zieliński 1

1 Institute of Mathematics Polish Academy of Sciences P.O. Box 137 00-950 Warszawa, Poland
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Ryszard Zieliński. The most stable estimator of location under integrable contaminants. Applicationes Mathematicae, Tome 29 (2002) no. 1, pp. 1-6. doi : 10.4064/am29-1-1. http://geodesic.mathdoc.fr/articles/10.4064/am29-1-1/

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