A note on james’ type robust estimators

M-estimation of a single parameter of the life time distribution is consideredbased on independent and identically distributed survival data which may be randomly censored. The most robust and the optimal robust M-estimators of the location parametersof the survival time distribution are derived within a class considered in James (1986)as well as for the general unrestricted class. The properties of the estimators corresponding to the above two classes are discussed, A data set is used to illustrate the usefulness of the optimal robust estimators for the parameter of extreme value distribution.