A Monte Carlo Study of the Accuracy and Robustness of Ten Bivariate Location Estimators
by Jean-Claude Masse and Jean-Francois Plante
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.
Bivariate Location Estimators, Bivariate Medians, Bivariate
Trimmed Means, Robustness
Joseph W. McKean
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