In this paper we study two methods for finding confidence limits for the simple median. One method is the new parametric procedure based on the sign test, and the other is derived in the paper. The two methods are compared asymptotically and also for small samples

We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across...