TR Multivariate Conditional Median Estimation
نویسندگان
چکیده
An affine equivariant version of the nonparametric spatial conditional median (SCM) is constructed, using an adaptive transformation-retransformation (TR) procedure. The relative performance of SCM estimates, computed with and without applying the TR—procedure, are compared through simulation. Also included is the vector of coordinate conditional, kernelbased, medians (VCCMs). The methodology is illustrated via an empirical data set. It is shown that the TR—SCM estimator is more efficient than the SCM estimator, even when the amount of contamination in the data set is as high as 25%. The TR—VCCMand VCCM estimators lack efficiency, and consequently should not be used in practice.
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عنوان ژورنال:
- Communications in Statistics - Simulation and Computation
دوره 36 شماره
صفحات -
تاریخ انتشار 2007