Journal of Statisticians: Statistics and Actuarial Sciences, vol.3, pp.8-16, 2010 (Peer-Reviewed Journal)
In this study, two conventional (mean and median) and three robust (20% trimmed mean, one-step M-estimator, and modified one-step M-estimator) measures of location are compared in terms of their
asymptotic relative efficiencies and mean squared error when the underlying distribution is contaminated
normal. When n=20, one-step M-estimator was best in five, modified one-step M-estimator was best in
three, and 20% trimmed mean was best in one situation, when n=40, one-step M-estimator and modified
one-step M-estimator were best in four, 20% trimmed mean was best in one sampling situation covered.