Trimmed mean or sample median?

It is shown that in the symmetric case trimmed means are better estimates of location than sample medians, unless the error distributions are sharply peaked at the centre.

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Year of publication:	1994
Authors:	Oosterhoff, J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 20.1994, 5, p. 401-409
Publisher:	Elsevier
Keywords:	Trimmed mean Sample median Asymptotic variance Peakedness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319283