A Monte Carlo Study of the Accuracy and Robustness of Ten Bivariate Location Estimators

by Jean-Claude Masse and Jean-Francois Plante .

Abstract: In a Monte Carlo study, we compare ten bivariate location estimators as regards their closeness to the location parameter, accuracy and robustness. The behavior of the estimators is examined under various sampling situations determined by four sample sizes and fourteen underlying distributions. In addition to the arithmetic mean, five bivariate medians and four depth-based trimmed means are investigated. The performance of each estimator is assessed through numerical functions of the sample mean squared error and bias matrices.

Key Words: Bivariate Location Estimators, Bivariate Medians, Bivariate Trimmed Means, Robustness

Authors:
Jean-Claude Masse, jcmasse@mat.ulaval.ca
Jean-Francois Plante, jplante@mat.ulaval.ca

Editor: Joseph W. McKean , joe@stat.wmich.edu

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