A new projection estimate for multivariate location with minimax bias

DOI10.1016/j.jmva.2009.12.007zbMath1186.62074OpenAlexW2005623968MaRDI QIDQ968491

Jorge G. Adrover, Víctor J. Yohai

Publication date: 5 May 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.12.007

zbMATH Keywords

robust estimatesprojection estimatesmultivariate locationmaximum bias

Mathematics Subject Classification ID

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

Related Items

The finite sample breakdown point of PCS, A new projection estimate for multivariate location with minimax bias

Uses Software

• robustbase

Cites Work

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