12 research outputs found
Affine equivariant rank-weighted L-estimation of multivariate location
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