On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
多元位置的自适应变换—逆变换估计
Summary An affine equivariant estimate of multivariate location based on an adaptive transformation and retransformation approach is studied. The work is primarily motivated by earlier work on different versions of the multivariate median and their properties. We explore an issue related to efficiency and equivariance that was originally raised by Bickel and subsequently investigated by Brown and Hettmansperger. Our estimate has better asymptotic performance than the vector…