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A multivariate parallelogram and its application to multivariate trimmed means
Author(s) -
Horng Shiau JyhJen,
Chen LinAn
Publication year - 2003
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00288
Subject(s) - multivariate statistics , univariate , parallelogram , multivariate analysis of variance , mathematics , multivariate analysis , statistics , quantile , multivariate t distribution , variance (accounting) , monte carlo method , econometrics , multivariate normal distribution , computer science , artificial intelligence , accounting , robot , business
Summary This paper introduces a multivariate parallelogram that can play the role of the univariate quantile in the location model, and uses it to define a multivariate trimmed mean. It assesses the asymptotic efficiency of the proposed multivariate trimmed mean by its asymptotic variance and by Monte Carlo simulation.