On an adaptive transformation–retransformation estimate of multivariate location

$48.00 plus tax (Refund Policy)

Download / Buy Article:

Abstract:

An affine equivariant estimate of multivariate location based on an adaptive transformation and retransformation approach is studied. The work is primarily motivated by earlier work on different versions of the multivariate median and their properties. We explore an issue related to efficiency and equivariance that was originally raised by Bickel and subsequently investigated by Brown and Hettmansperger. Our estimate has better asymptotic performance than the vector of co-ordinatewise medians when the variables are substantially correlated. The finite sample performance of the estimate is investigated by using Monte Carlo simulations. Some examples are presented to demonstrate the effect of the adaptive transformation–retransformation strategy in the construction of multivariate location estimates for real data.

Keywords: Affine transformation; Asymptotic efficiency; Equivariance; Generalized variance; Multivariate median

Document Type: Original Article

DOI: http://dx.doi.org/10.1111/1467-9868.00114

Affiliations: Indian Statistical Institute, Calcutta, India

Publication date: January 1, 1998

Related content

Tools

Favourites

Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more