A new projection estimate for multivariate location with minimax bias
The maximum asymptotic bias of an estimator is a global robustness measure of its performance. The projection median estimator for multivariate location shows a remarkable behavior regarding asymptotic bias. In this paper we consider a modification of the projection median estimator which renders an estimate with better bias performance for point mass contaminations (the worst situation for the projection median estimator). Moreover, it achieves the lowest bound for an equivariant estimate for point mass contaminations.
Year of publication: |
2010
|
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Authors: | Adrover, Jorge G. ; Yohai, VĂctor J. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 6, p. 1400-1411
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Publisher: |
Elsevier |
Keywords: | Projection estimates Maximum bias Robust estimates Multivariate location |
Saved in:
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