A new projection estimate for multivariate location with minimax bias

DOI10.1016/J.JMVA.2009.12.007MaRDI QIDQ968491zbMATH OpenOpenAlexFDO

Authors Jorge G. Adrover, Victor J. Yohai

Publication date 5 May 2010

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2009.12.007

zbMATH Keywords

robust estimatesprojection estimatesmultivariate locationmaximum bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Projection estimates of multivariate location
• Bias-robust estimates of regression based on projections
• scientific article; zbMATH DE number 19007
• scientific article; zbMATH DE number 2148838
• Robustness and asymptotics of the projection median

Cites work

• scientific article; zbMATH DE number 34644 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• A new projection estimate for multivariate location with minimax bias
• Asymptotic properties of location estimators based on projection depth
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• General notions of statistical depth function.
• Influence function and maximum bias of projection depth based estimators.
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Projection estimates of multivariate location
• Projection-based depth functions and associated medians
• Robust Estimation of a Location Parameter
• Robust Statistics
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• The Influence Curve and Its Role in Robust Estimation

Cited in

(6)

• On the performance of bivariate robust location estimators under contamination
• Exact confidence regions for species assignment based on DNA markers
• Influence function and maximum bias of projection depth based estimators.
• A new projection estimate for multivariate location with minimax bias
• The finite sample breakdown point of PCS
• Projection estimates of multivariate location

Describes a project that uses

Uses Software

• robustbase

This page was built for publication: A new projection estimate for multivariate location with minimax bias

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q968491)