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A Trimmed Spatial Median Estimator Using Bootstrap Method
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 Title & Authors
A Trimmed Spatial Median Estimator Using Bootstrap Method
Lee, Dong-Hee; Jung, Byoung-Cheol;
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In this study, we propose a robust estimator of the multivariate location parameter by means of the spatial median based on data trimming which extending trimmed mean in the univariate setup. The trimming quantity of this estimator is determined by the bootstrap method, and its covariance matrix is estimated by using the double bootstrap method. This extends the work of Jhun et al. (1993) to the multivariate case. Monte Carlo study shows that the proposed trimmed spatial median estimator yields better efficiency than a spatial median, while its covariance matrix based on double bootstrap overcomes the under-estimating problem occurred on single bootstrap method.
Bootstrap;multivariate location parameter;spatial median;trimming estimation;trimmed spatial median;
 Cited by
분할표 분석을 위한 절사 LAD 추정량과 최적 절사율 결정,최현집;

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