Abstract #300751

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JSM 2002 Abstract #300751
Activity Number: 202
Type: Topic Contributed
Date/Time: Tuesday, August 13, 2002 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics*
Abstract - #300751
Title: Depth-based Medians and Related Estimators for Multivariate Data
Author(s): Yijun Zuo*+
Affiliation(s): Arizona State University
Address: , Tempe, Arizona, 85287-1804,
Keywords: L-statistics ; Limiting distribution ; Depth function ; Multivariate median ; Robustness ; Efficiency
Abstract:

Depth-based multivariate medians and related estimators are discussed with an emphasis on the limiting distribution, the efficiency, and the robustness of these affine equivariant location estimators. Unlike the univariate counterpart, some high breakdown point depth based multivariate medians can also be highly efficient at normal models. The limiting distributions of these medians are non-normal, though. On the other hand, depth based multivariate L-statistics are asymptotically normal. These statistics can also combine high robustness and high efficiency and thus represent very favorable choices of multivariate location estimators.

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