Projection estimates of multivariate location

DOI10.1214/AOS/1043351256zbMath1015.62057OpenAlexW2156767501MaRDI QIDQ1873617

Jorge G. Adrover, Víctor J. Yohai

Publication date: 10 August 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1043351256

zbMATH Keywords

Fisher consistencyrobust estimatesprojection estimatesmultivariate locationmaximum bias

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

The influence function and maximum bias of Tukey's median ⋮ Finite sample breakdown point of Tukey's halfspace median ⋮ Influence function and maximum bias of projection depth based estimators. ⋮ The finite sample breakdown point of PCS ⋮ On the behavior of Tukey's depth and median under symmetric stable distributions. ⋮ A new projection estimate for multivariate location with minimax bias ⋮ The limit of finite sample breakdown point of Tukey's halfspace median for general data ⋮ Outlier identification in high dimensions ⋮ Robustness of the deepest projection regression functional ⋮ Generalized resilience and robust statistics ⋮ Robust location estimation under dependence

Cites Work

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• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• The Influence Curve and Its Role in Robust Estimation
• Regression Depth
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Robust Estimation of a Location Parameter
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