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A robust estimator of multivariate location based on projection

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Abstract

This paper presents an estimator of location vector based on one-dimensional projection of high dimensional data. The properties of the new estimator including consistency, asymptotic normality and robustness are discussed. It is proved that the estimator is not only strongly consistent and asymptotically normal but also with a breakdown point 1/2 and a bounded influence function.

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Authors and Affiliations

  1. Dept. of Appl. Math., Beijing Polytechnic Univ, 100022, Beijing

    Zhang Zhongzhan & Li Guoying

  2. Institute of System Science, Academia Sinica, 100080, Beijing

    Zhang Zhongzhan & Li Guoying

Authors
  1. Zhang Zhongzhan
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  2. Li Guoying
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Additional information

The first author's work is partially supported by Beijing Scientific Star Plan

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Zhongzhan, Z., Guoying, L. A robust estimator of multivariate location based on projection. Appl. Math. Chin. Univ. 14, 158–168 (1999). https://doi.org/10.1007/s11766-999-0022-1

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  • DOI: https://doi.org/10.1007/s11766-999-0022-1

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