A new projection estimate for multivariate location with minimax bias

Authors
Adrover, Jorge Gabriel; Yohai, Victor Jaime
Publication Year
2010
Language
English
Format
article
Status
Published version
Description
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.
Fil: Adrover, Jorge Gabriel. Universidad Nacional de Córdoba; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina
Fil: Yohai, Victor Jaime. Universidad de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Subject
Projection estimates
Maximum bias
Robust estimates
Multivariate location
Estadística y Probabilidad
Matemáticas
CIENCIAS NATURALES Y EXACTAS
Access level
Restricted access
License
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
Repository
CONICET Digital (CONICET)
Institution
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identifier
oai:ri.conicet.gov.ar:11336/16528