A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators

نویسندگان

  • Jean-Claude Massé
  • Jean-François Plante
چکیده

In a Monte Carlo study, we compare ten bivariate location estimators as regards their closeness to the location parameter, accuracy and robustness. The behavior of the estimators is examined under various sampling situations determined by four sample sizes and fourteen underlying distributions. In addition to the arithmetic mean, five bivariate medians and four depth-based trimmed means are investigated. The performance of each estimator is assessed through numerical functions of the sample mean squared error and bias matrices.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2003