Canadian Journal of Statistics

Comparison of efficient L ‐ and R ‐estimators of location

Journal Article

Abstract

Scholz (1974) proved that the asymptotic variance of an R‐estimator of location is no larger than that of an L‐estimator when the observations come from a distribution G different from the distribution F for which the two estimators are efficient. This note extends this result to distributions F whose density has a first but no second derivative.

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