Asymptotics for Configural Location Estimators

Abstract

This paper examines the asymptotic properties of compromise estimators. By this we mean an estimation method which compromises between a finite number of sampling situations in a small sample optimal way. We develop the asymptotic theory of such estimators in the location problem and show that under a specific choice of a pair of sampling situations the compromise estimator is asymptotically robust in Huber's sense.