Orthogonalization of multivariate location estimators: The orthomedian

DOI10.1214/aos/1032298277zbMath0867.62048OpenAlexW2058149912MaRDI QIDQ1354362

Rudolf Grübel

Publication date: 5 May 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032298277

zbMATH Keywords

asymptotic normalityaveragingspatial medianorthogonal transformationsmultivariate medianrobust location estimatorcoordinatewise medianorthogonal equivariance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

The quarter median ⋮ An L1-type estimator of multivariate location and shape ⋮ On the use of robust estimators of multivariate location for heterogeneous data ⋮ Penalty-based aggregation of multidimensional data

Uses Software

• AS 143
• AS 127

Cites Work

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• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• The length of the shorth
• Some applications of number-theoretic methods in statistics
• Weak convergence and empirical processes. With applications to statistics
• On the cumulants of affine equivariant estimators in elliptical families
• Generation of Random Orthogonal Matrices
• Algorithm AS 127: Generation of Random Orthogonal Matrices
• Algorithm AS 143: The Mediancentre
• Functional central limit theorems for processes with positive drift and their inverses
• Convergence of stochastic processes

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