Trimmed mean or sample median?

J. Oosterhoff

Statistics & Probability Letters, 1994, vol. 20, issue 5, 401-409

Abstract: 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.

Keywords: Trimmed; mean; Sample; median; Asymptotic; variance; Peakedness (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (10)

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