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Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality
Hutson, Alan D. - In: Statistics & Probability Letters 57 (2002) 4, pp. 403-408
In this note we examine the efficiency of averaging marginal quasi-medians as compared to averaging marginal sample means when estimating a common location parameter given multivariate normal data. It is shown that the efficiency of certain quasi-medians approach that of the sample mean as the...
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