Canadian Journal of Statistics

Comparison of efficient L ‐ and R ‐estimators of location

Journal Article


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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