Measures of location in the plane (Q1074269)

\textit{K. A. Doksum} [Scand. J. Stat., Theory Appl. 2, 11-22 (1975; Zbl 0311.62002)] considered a univariate distribution function, F, and gave three methods of constructing intervals, any element of which can be used as a location parameter for F. Modulo closure, the three methods yield the same result whenever F is increasing and continuous on its support. In the present paper, Doksum's constructions are extended to multivariate distribution functions, the details being presented only for the two- dimensional case. The same equivalence results. For each of the three methods, consider every possible rotation of the axes and find the Doksum interval for each univariate marginal. Form the Cartesian product of these intervals and rotate the axes back. Let \(A_{\alpha}\) be the resulting rectangle. The desired region is \(\cap_{\alpha}A_{\alpha}\).