**5. Conclusions**

From Table 1, it follows:



**Table 1.** Asymptotic efficiency (two best values are boldfaced).

Finally, we outline the prospective future works: (i) an extension of the proposed minimax variance *M*-estimates to the multivariate case and the classes with simultaneously bounded subranges of different parameter β values—in the latter case, we may expect a uniformly better performance; (ii) a generalization of the Meshalkin-Shurygin's stable estimates to the multivariate case; and (iii) a thorough comparative study of the small sample performance of *M*-estimates of location—Monte Carlo experiments show a slightly better performance of the classical Huber's and Hampel's estimates in this case.

**Funding:** This research received no external funding.

**Institutional Review Board Statement:** Not applicable.

**Informed Consent Statement:** Not applicable.

**Conflicts of Interest:** The author declares no conflict of interest.
