Multivariate Location Estimation Using Extension of $R$-Estimates Through $U$-Statistics Type Approach

Other literature type English OPEN
Chaudhuri, Probal;
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/aos/1176348662
  • Subject: $R$-estimates | multivariate median | Hodges-Lehmann estimate | $U$-statistics | generalized order statistics | Bahadur representation | Stein phenomenon | 62G05 | 62G20 | 62H12 | 62E20 | 62H10

We consider a class of $U$-statistics type estimates for multivariate location. The estimates extend some $R$-estimates to multivariate data. In particular, the class of estimates includes the multivariate median considered by Gini and Galvani (1929) and Haldane (1948) ... View more
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