Robust estimation of a mean vector, topic regarded as obsolete in the traditional robust statistics community, has recently surged machine learning literature last decade. The latest focus is on sub-Gaussian performance and computability estimators non-asymptotic setting. Numerous are computationally intractable, which partly contributes to renewal interest estimation. centrality estimators, ho...

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 inv...

AIMS To assess possible time benefits of specimen dissection by biomedical scientists (BMSs) and the quality of specimen handling by BMSs, in a department where BMSs trim those specimens requiring simple descriptions, from which standard blocks are taken. METHODS Specimen handling by BMSs and consultant pathologists was compared. Time taken for each specimen trimmed was recorded prospectively...

Several efficient component and vector filters applicable for processing multichannel and color images are compared quantitatively. The cases of Gaussian and mixed Gaussian and impulsive noise are considered. It is shown that in situations typical for practice the best results are provided by a vector doublewindow modified trimmed mean filter and by a modified sigma filter applied to each compo...

This paper compares the ability of four indicators of underlying or ‘core’ inflation to forecast inflation in the French case. Though most indicators Granger-cause inflation, results from out of sample tests of forecast accuracy are less compelling. The results nevertheless seem to give some empirical support to trimmed mean indicators.  2000 Elsevier Science S.A. All rights reserved.

We show that that the jackknife variance estimator vjack and the the infinitesimal jackknife variance estimator are asymptotically equivalent if the functional of interest is a smooth function of the mean or a smooth trimmed L-statistic. We calculate the asymptotic variance of vjack for these functionals.

Abstract This report describes the experimental analysis of a proposed switching filter-anisotropic diffusion hybrid for the filtering of the fixed value (salt and pepper) impulse noise (FVIN). The filter works well at both low and high noise densities though it was specifically designed for high noise density levels. The filter combines the switching mechanism of decision-based filters and the...