A Monte Carlo study of the accuracy and robustness of ten bivariate location estimators

Authors:
Jean-Claude Massé;Jean-François Plante
Affiliations:
Dept. de Mathematiques et de Statistique, Universite Laval, Laval, Que, Canada;Dept. de Mathematiques et de Statistique, Universite Laval, Laval, Que, Canada
Venue:
Computational Statistics & Data Analysis
Year:
2003

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Abstract

In a Monte Carlo study, ten bivariate location estimators are compared as regards their accuracy and robustness. In addition to the arithmetic mean, five bivariate medians and four depth-based trimmed means are thus investigated. The behavior of the estimators is examined under various sampling situations determined by three sample sizes and 26 underlying distributions, 14 of which are centrally symmetric and 12 are asymmetric contaminated normals. Performance is assessed through numerical functions of the sample mean squared error and bias matrices.