Jurecková, Jana; Klebanov, Lev B. - In: Statistics & Probability Letters 42 (1999) 1, pp. 47-51
The authors proved in [5] that the robust M- and L-estimators of location, which are independent of the extreme order statistics of the sample, cannot be admissible with respect to L1 risk in the class of translation equivariant estimators. This result is now extended in two respects: (i) We...