Median based covariogram estimators reduce bias
The usual product moment covariogram estimator of a Gaussian process can have appreciable bias. This article shows that the bias is decreased when the sample mean X in the estimator is replaced with med(X), the sample median (provided a mild condition on the negative covariances is satisfied). Identical conclusions are drawn, even when the Gaussian process is (symmetrically) contaminated. 1984.
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