A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators

DOI10.1016/S0167-9473(02)00103-2MaRDI QIDQ951839zbMATH OpenFDO

Authors Jean-Claude Massé, Jean-François Plante

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-9473(02)00103-2

zbMATH Keywords

bivariate location estimatorsbivariate mediansbivariate trimmed meansrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30) Estimation in multivariate analysis (62H12)

Recommendations

• A comparative study of robust and stable estimates of multivariate location
• On the performance of bivariate robust location estimators under contamination
• On the statistical efficiency of robust estimators of multivariate location
• On the use of robust estimators of multivariate location for heterogeneous data
• Robust simultaneous estimation of location parameters
• Robust and efficient estimation of multivariate scatter and location
• Efficiency-constrained bias-robust estimation of location

Cited in

(5)

• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• The quarter median
• TR Multivariate Conditional Median Estimation
• On the performance of bivariate robust location estimators under contamination
• Multivariate trimmed means based on the Tukey depth

Describes a project that uses

Uses Software

• AS 307

This page was built for publication: A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951839)