The asymptotic efficiency of the spatial median for elliptically symmetric distributions

DOI10.1007/s13571-011-0032-xzbMath1268.62051OpenAlexW2061875514MaRDI QIDQ2392583

Andrew Magyar, David E. Tyler

Publication date: 2 August 2013

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-011-0032-x

zbMATH Keywords

asymptotic efficiencyelliptical distributionsrobust statisticsaffine equivariancespatial medianmultivariate locationfinite sample simulations

Mathematics Subject Classification ID

Related Items (9)

On the measure of anchored Gaussian simplices, with applications to multivariate medians ⋮ Multivariate \(\rho \)-quantiles: a spatial approach ⋮ Asymptotic properties of high-dimensional spatial median in elliptical distributions with application ⋮ Effect of kurtosis on efficiency of some multivariate medians ⋮ Analogues on the Sphere of the Affine-Equivariant Spatial Median ⋮ Asymptotics of the two-stage spatial sign correlation ⋮ The spatial sign covariance matrix with unknown location ⋮ Spatial sign correlation ⋮ Affine-equivariant inference for multivariate location under \({L_p}\) loss functions

Uses Software

• R
• AS 78
• ICSNP
• MNM

Cites Work

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