4 research outputs found

    Affine equivariant rank-weighted L-estimation of multivariate location

    Full text link
    In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.Comment: 16 pages, 4 figures, 6 table
    corecore