On the statistical efficiency of robust estimators of multivariate location

DOI10.1016/J.STAMET.2010.08.002MaRDI QIDQ537472zbMATH OpenOpenAlexFDO

Authors Subhra Sankar Dhar, Probal Chaudhuri

Publication date 20 May 2011

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2010.08.002

zbMATH Keywords

asymptotic efficiencybreakdown pointdistributions with polynomial and exponential tailselliptically symmetric distributionstransformation-retransformation technique

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Cited in

(20)

• A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators
• On the use of robust estimators of multivariate location for heterogeneous data
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• The quarter median
• scientific article; zbMATH DE number 5200063 (Why is no real title available?)
• Highly efficient estimators of multivariate location with high breakdown point
• Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• An L1-type estimator of multivariate location and shape
• Geman-McClure medians
• A resistant estimator of multivariate location and dispersion
• Effect of kurtosis on efficiency of some multivariate medians
• Robustified version of Stein's multivariate location estimation
• The deepest point for distributions in infinite dimensional spaces
• On a robust and efficient maximum depth estimator
• A practical affine equivariant multivariate median
• A note on the robustness of multivariate medians
• Note on qualitative robustness of multivariate sample mean and median
• A comparative study of robust and stable estimates of multivariate location
• Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality

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