Print Email Facebook Twitter Highly Efficient Estimators of Multivariate Location with High Breakdown Point Title Highly Efficient Estimators of Multivariate Location with High Breakdown Point Author Lopuhaa, H.P. Faculty Electrical Engineering, Mathematics and Computer Science Date 1991-03-01 Abstract We propose an affine equivariant estimator of multivariate location that combines a high breakdown point and a bounded influence function with high asymptotic efficiency. This proposal is basically a location $M$-estimator based on the observations obtained after scaling with an affine equivariant high breakdown covariance estimator. The resulting location estimator will inherit the breakdown point of the initial covariance estimator and within the location-covariance model only the $M$-estimator will determine the type of influence function and the asymptotic behaviour. We prove consistency and asymptotic normality and obtain the breakdown point and the influence function. To reference this document use: http://resolver.tudelft.nl/uuid:5995dadf-0cbf-48bb-b63c-cccfa8590b93 DOI https://doi.org/10.1214/aos/1176348529 Publisher Duke University Press Source Annals of Statistics, Volume 20, Number 1 (1992) Part of collection Institutional Repository Document type journal article Rights (c) Institute of Mathematical Statistics Files PDF Lopuhaa2euclid.pdf 1.36 MB Close viewer /islandora/object/uuid:5995dadf-0cbf-48bb-b63c-cccfa8590b93/datastream/OBJ/view