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

maximum biasmultivariate locationprojection estimatesrobust estimates

Mathematics Subject Classification ID

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

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Cites work

• 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.
• scientific article; zbMATH DE number 34644 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• 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)

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

Describes a project that uses

Uses Software

• robustbase

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