ABSTRACT
In the context of minimum distance estimation, it is known that many robust estimators are asymptotically equivalent. The unweighted minimum Cramer-von Mises distance estimator, Hodges-Lehmann estimator, aligned and Wilcoxon rank estimators are all equivalent asymptotically when the target model is also the true model. To our knowledge, the exact relation among these estimators is not known. In this paper, we investigate three
different criterion functions. In some special cases, these criterion functions reduce to aligned and Wilcoxon rank estimators, Ll estimators and M-estimators.
