Artículos de revistas
A new projection estimate for multivariate location with minimax bias
Fecha
2010-07Registro en:
Adrover, Jorge Gabriel; Yohai, Victor Jaime; A new projection estimate for multivariate location with minimax bias; Elsevier Inc; Journal Of Multivariate Analysis; 101; 6; 7-2010; 1400-1411
0047-259X
Autor
Adrover, Jorge Gabriel
Yohai, Victor Jaime
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.