L-estimator

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In robust statistics, an L-estimator is an estimator which equals a linear combination of order statistics of the measurements.

Consider, for example, the median. Given n measurements $x_1, \ldots, x_n$ , where n is odd, the median equals $x ((n + 1) / 2)$ , the $(n + 1) / 2$ th order statistic. The median is therefore a simple example of an L-estimator. Other examples include the trimean, the trimmed mean, and the Winsorized mean.