Multivariate Location Estimation Using Extension of $R$-Estimates Through $U$-Statistics Type Approach
Multivariate Location Estimation Using Extension of $R$-Estimates Through $U$-Statistics Type Approach
We consider a class of $U$-statistics type estimates for multivariate location. The estimates extend some $R$-estimates to multivariate data. In particular, the class of estimates includes the multivariate median considered by Gini and Galvani (1929) and Haldane (1948) and a multivariate extension of the well-known Hodges-Lehmann (1963) estimate. We explore …