An L1-type estimator of multivariate location and shape

Ella Roelant () and Stefan Van Aelst ()
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Ella Roelant: Ghent University - UGent
Stefan Van Aelst: Ghent University - UGent

Statistical Methods & Applications, 2007, vol. 15, issue 3, No 7, 393 pages

Abstract: Abstract In this note we study a multivariate extension of the median obtained by considering the median as the L1 location estimator. Contrary to other multivariate extensions, this multivariate estimator yields simultaneously a location estimate and shape/scatter estimate. We investigate properties of the estimator such as the influence function and asymptotic variances and compare it with other estimators of location and shape.

Keywords: Multivariate location and shape; Influence function; Efficiency (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10260-006-0030-8

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