Hedayat, A. S.; Su, Guoqin - In: The American Statistician 66 (2012) 1, pp. 25-33
The robust properties of the simultaneous estimators of location and scale parameters (μ*, σ*) proposed by Brown and Hwang are studied. As a pair of simultaneous <italic>M</italic> estimators of location and scale, their asymptotic efficiencies (0.650 for μ* and 0.541 for σ*) are higher than those for median...