A new projection estimate for multivariate location with minimax bias
نویسندگان
چکیده
The maximum asymptotic bias of an estimator is a global robustness measure of the performance of an estimator. The projection median estimator for multivariate location shows a remarkable behavior regarding asymptotic bias. In this paper we consider a modi cation 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.
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عنوان ژورنال:
- J. Multivariate Analysis
دوره 101 شماره
صفحات -
تاریخ انتشار 2010