A Note on Nonlinear Median Estimators
Abstract Two types of very simple nonlinear median estimators are proposed for even-numbered samples. They are slight modifications of the ordinary sample median. In a Monte Carlo investigation, their efficiency is compared to that of the traditional median. The results indicate that a higher efficiency is achieved by the two types of estimates studied as applied to, respectively, the Cauchy distribution and the family of the normal, triangular and rectangular distributions.