A robust estimation based on linear combinations of order statistics. Examples include the statistical median and the trimean.
L-Estimate
See also
M-Estimate, R-EstimateExplore with Wolfram|Alpha
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Robust Estimation." §15.7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 694-700, 1992.Referenced on Wolfram|Alpha
L-EstimateCite this as:
Weisstein, Eric W. "L-Estimate." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/L-Estimate.html