A robust estimator of multivariate location based on projection. (English) Zbl 0934.62058
Summary: This paper presents an estimator of location vector based on one-dimensional projection of high dimensional data. The properties of the new estimator including consistency, asymptotic normality and robustness are discussed. It is proved that the estimator is not only strongly consistent and asymptotically normal but also with a breakdown point 1/2 and a bounded influence function.
MSC:
| 62H12 | Estimation in multivariate analysis |
| 62F35 | Robustness and adaptive procedures (parametric inference) |
| 62F10 | Point estimation |
References:
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