Name
Title | ||
|---|---|---|
A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators |
Abstract | ||
|---|---|---|
In a Monte Carlo study, ten bivariate location estimators are compared as regards their accuracy and robustness. In addition to the arithmetic mean, five bivariate medians and four depth-based trimmed means are thus investigated. The behavior of the estimators is examined under various sampling situations determined by three sample sizes and 26 underlying distributions, 14 of which are centrally symmetric and 12 are asymmetric contaminated normals. Performance is assessed through numerical functions of the sample mean squared error and bias matrices. |
Year | DOI | Venue |
|---|---|---|
2003 | 10.1016/S0167-9473(02)00103-2 | Computational Statistics & Data Analysis |
Keywords | Field | DocType |
numerical function,underlying distribution,bivariate location estimator,bivariate trimmed means,62e25,secondary: 62f35,asymmetric contaminated normal,various sampling situation,robustness,primary: 62h12,bivariate location estimators,62g30,sample size,bias matrix,monte carlo study,bivariate median,bivariate medians,mean square error,arithmetic mean | Econometrics,Monte Carlo method,Arithmetic mean,Mean squared error,Truncated mean,Sampling (statistics),Bivariate analysis,Statistics,Sample size determination,Mathematics,Estimator | Journal |
Volume | Issue | ISSN |
42 | 1-2 | Computational Statistics and Data Analysis |
Citations | PageRank | References |
5 | 1.31 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jean-Claude Massé | 1 | 5 | 1.31 |
| Jean-François Plante | 2 | 5 | 1.31 |