Estimate q = 2 q = 5 MSE SE REFF ARE MSE SE REFF ARE MLE 0.041 0.001 1.00 1.00 0.103 0.002 1.00 1.00 S-estimate 0.074 0.002 0.55 0.58 0.125 0.002 0.83 0.85 τ -estimate 0.046 0.001 0.89 0.90 0.116 0.002 0.90 0.90 MM-estimate 0.046 0.001 0.89 0.90 0.116 0.002 0.90 0.90 Table 3: Simulation: mean squared error (MSE), standard error of the MSE (SE), relative efficiency (REFF) and asymptotic relative efficiency (ARE) of the estimates in the uncontaminated case for n = 100 and p = 2. Figure 1: Simulation: mean squared errors for q = 2 and x$_{0}$ = 1. 0 1 2 3 4 5 0.05 0.1 0.15 0.2 0.25 0.3 m MSE MLE S−estimate −estimate MM−estimate 8.3 Results Table 3 displays the mean squared errors, the standard errors and the relative efficiencies and asymptotic relative efficiencies with respect to the MLE for the uncontaminated case. It is seen that the relative efficiencies of all robust estimates (computed as the ratio of their respective MSEs and the MSE of the MLE) are close to their asymptotic values. The τ - and MM- estimates have similar high efficiencies, and both outperform the S-estimator. In Figures 1, 2, 3 and 4 we show the MSEs of the different estimates under contamination. 20