✦ LIBER ✦

Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality

✍ Scribed by Alan D. Hutson

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 91 KB
Volume: 57
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00115-3

No coin nor oath required. For personal study only.

✦ Synopsis

In this note we examine the e ciency of averaging marginal quasi-medians as compared to averaging marginal sample means when estimating a common location parameter given multivariate normal data. It is shown that the e ciency of certain quasi-medians approach that of the sample mean as the dimension of the problem grows larger. Modest gains in e ciency may be had even when the dimension of the problem is extended from the univariate setting to the bivariate setting.