A COMPARISON OF ROBUST ESTIMATORS IN THE PRESENCE OF ARBITRARILY RIGHT CENSORED-DATA

Robust estimation of a location parameter is considered when the data from an unknown symmetric population are subject to arbitrary right-censorship. Comparisons are made between various M-estimators, several L-estimators (trimmed means), and the Kaplan-Meier median. Ten sampling distributions, two uniform censoring distributions, and three sample sizes are examined. A Cauchy censoring distribution is also considered when the sample size is equal to twenty for each of the ten sampling distributions. Performance is based on the estimated mean square error.