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L-Estimate

A Robust Estimation based on linear combinations of Order Statistics. Examples include the Median and Tukey's Trimean.

See also M-Estimate, R-Estimate


References

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Robust Estimation.'' §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 694-700, 1992.




© 1996-9 Eric W. Weisstein
1999-05-26