Publisher's Synopsis
Excerpt from An Uniformly Asymptotically Efficient Robust Estimator of a Location Parameter
The basic idea of the method is as follows. Although it is quite impossible to estimate the variance covariance matrix of the order statistics directly from the sample, it is possible to estimate the variance-covariance of the order statistics of a sample of size k, from a sample of size n, and if n is appreciably larger than k, the estimates would be accurate. But if the distribution is regular, this information about the variance - covariance matrix of the order statistics of a sample of size k can be effectively used to construct a nearly efficient estimator based on the sample of size n provided that k is also large.
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