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A ROBUST ESTIMATOR OF MULTIVARIATE LOCATION BASED ON PROJECTION
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作者 ZhangZhongzhan LiGuoying 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1999年第2期158-168,共11页
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 discus... 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. 展开更多
关键词 1991 mr subject classification 62f10 62F35
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