A note on james type robust estimators

M-estimation of a single parameter of the life time distribution is considered based on independent and identically distributed survival data which may be randomly censored. The most robust and the optimal robust M-estimators of the location parameters of 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.