On the statistical efficiency of robust estimators of multivariate location
DOI10.1016/J.STAMET.2010.08.002zbMATH Open1213.62096OpenAlexW1974670215MaRDI QIDQ537472FDOQ537472
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
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asymptotic efficiencybreakdown pointdistributions with polynomial and exponential tailselliptically symmetric distributionstransformation-retransformation technique
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Numerical computation of matrix norms, conditioning, scaling (65F35)
Cites Work
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Cited In (20)
- A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators
- Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
- The quarter median
- Title not available (Why is that?)
- 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
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- 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
- On the use of robust estimators of multivariate location for heterogeneous data
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