Projection estimates of multivariate location

In this paper we study the maximum asymptotic bias of the projection estimate for multivariate location based on univariate estimates of location and dispersion. In particular we study the projection estimate that uses the median and median absolute deviation about the median (MAD) as univariate loc...

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Detalles Bibliográficos
Autores principales: Adrover, J., Yohai, V.
Formato: JOUR
Materias:
Maximum bias
Multivariate location
Projection estimates
Robust estimates
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00905364_v30_n6_p1760_Adrover
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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