A new projection estimate for multivariate location with minimax bias

DOI10.1016/J.JMVA.2009.12.007zbMATH Open1186.62074OpenAlexW2005623968MaRDI QIDQ968491FDOQ968491

Victor J. Yohai, Jorge G. Adrover

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

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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)

Cites Work

• Robust Estimation of a Location Parameter
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Robust Statistics
• A General Qualitative Definition of Robustness
• The Influence Curve and Its Role in Robust Estimation
• General notions of statistical depth function.
• Projection-based depth functions and associated medians
• Title not available (Why is that?)
• Lower bounds for contamination bias: Globally minimax versus locally linear estimation
• Influence function and maximum bias of projection depth based estimators.
• Projection estimates of multivariate location
• A new projection estimate for multivariate location with minimax bias
• Asymptotic properties of location estimators based on projection depth
• Title not available (Why is that?)

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

Uses Software

• robustbase

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