M. Smith, Theodore et Iglewicz, Boris, An Effective Classroom Technique for Comparison of Robust Estimators, American statistician , 36(3A), 1982, pp. 163-168
A classroom technique is proposed for enabling students to make their own empirical comparisons of different estimators of location.This technique will allow each student to essentially replicate the type of comparisons Stigler (1977) did with his historical data sets.The comparisons are based on a series of simple experiments for which the "true" value of the parameter is known.