Projection estimates of multivariate location
多元位置的投影估计
In this paper we study the maximum asymptotic bias of the projection estimate for multivariate location based on univariate estimates of location and dispersion. In particular we study the projection estimate that uses the median and median absolute deviation about the median (MAD) as univariate location and dispersion estimates respectively. This estimator may be considered a natural affine equivariant multivariate median. For spherical distributions the maximum bias of…