A comparison of robust methods and detection of outliers techniques when estimating a location parameter

Although the poor performance of the mean as a location estimate when outliers are present in the data is well-known, there has b.een no clear consensus as to whether robust estimation or outlier detection Is the appropriate corrective procedure. In this paper, the estimation accuracy of the sample mean and 27 robust estimation and outlier detection techniques are compared by computer simulation. Both symmetric and asymmetric contamination are considered, It Is shown that the proper class of estimates depends on the degree of contaminations whether the contamination is symmetric or asymmetric, and the sample size. Several data sets considered previously by Rocke et.al. (1982) are also examined.