Robust estimators based on generalization of trimmed mean |
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Authors: | Luká? Adam |
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Institution: | Institute of Information Theory and Automation, Czech Academy of Sciences, Prague, Czech Republic |
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Abstract: | In this article, we propose new estimators of location. These estimators select a robust set around the geometric median, enlarge it, and compute the (iterative) weighted mean from it. By doing so, we obtain a robust estimator in the sense of the breakdown point, which uses more observations than standard estimators. We apply our approach on the concepts of boxplot and bagplot. We work in a general normed vector space and allow multi-valued estimators. |
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Keywords: | Breakdown point Estimators Geometric median Location Trimmed mean |
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