INVESTIGADORES
YOHAI Victor Jaime
artículos
Título:
A new projection estimate for multivariate location with minimax bias
Autor/es:
JORGE G. ADROVER; VÍCTOR J. YOHAI
Revista:
JOURNAL OF MULTIVARIATE ANALYSIS
Editorial:
ELSEVIER INC
Referencias:
Lugar: Amsterdam, Holanda; Año: 2010 vol. 101 p. 1400 - 1411
ISSN:
0047-259X
Resumen:
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.