A Comparison of the Efficiency of Location Estimators in Bivariate t distribution

- Journal title : Communications for Statistical Applications and Methods
- Volume 10, Issue 3, 2003, pp.895-907
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2003.10.3.895

Title & Authors

A Comparison of the Efficiency of Location Estimators in Bivariate t distribution

Choi, Byong Su; Lee, Seung-Chun;

Choi, Byong Su; Lee, Seung-Chun;

Abstract

Recent demands for representing the location of multivariate data produce various multivariate medians such as Tukey median, Oja median and spatial median. They are considered as multivariate versions of the median which is widely recognized as a robust alternative to the arithmetic mean. Many studies show that those multivariate median preserve the robustness. However, the effectiveness of those medians is not fully identified. In this note the relative efficiencies of the multivariate medians are investigated in various configurations under the bivariate t-distribution. It is shown that Tukey median outperforms the others in most configurations.

Keywords

location;multivariate median;robustness;efficiency;bivariate t-distribution;

Language

Korean

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