Abstract
In this chapter we will be concerned with estimators that are “linear combinations of order statistics” in the strict sense of the words. A more general view will be given with the quantile estimators of Chap. 10, which are such that a given quantile of some error distribution is minimized.
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© 1983 Springer-Verlag Berlin Heidelberg
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Rey, W.J.J. (1983). Type L estimators. In: Introduction to Robust and Quasi-Robust Statistical Methods. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-69389-2_7
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DOI: https://doi.org/10.1007/978-3-642-69389-2_7
Publisher Name: Springer, Berlin, Heidelberg
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