On the performance of bivariate robust location estimators under contamination

DOI10.1016/S0167-9473(02)00282-7zbMath1430.62112OpenAlexW2074585870MaRDI QIDQ956798

Hongsuk Jorn, Jeankyung Kim, Jin-Soo Hwang

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00282-7

zbMATH Keywords

bias+scale curvedepth-trimmed meansmetrically trimmed meansmultivariate mediansscale curve

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Optimization problems with flexible objectives: a general modeling approach and applications

Uses Software

• AS 307

Cites Work

• Unnamed Item
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
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• Descriptive statistics for multivariate distributions
• The metrically trimmed mean as a robust estimator of location
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• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Convergence of depth contours for multivariate datasets
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
• Asymptotic properties of location estimators based on projection depth
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• General notions of statistical depth function.
• Bounds for the breakdown point of the simplicial median
• On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
• Algorithm AS 307: Bivariate Location Depth
• The multivariate L ₁ -median and associated data depth
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions

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