A robust estimator of multivariate location based on projection

This paper presents an estimator of location vector based on one-dimensional projection of high dimensional data. The properties of the new estimator including consistency, asymptotic normality and robustness are discussed. It is proved that the estimator is not only strongly consistent and asymptotically normal but also with a breakdown point 1/2 and a bounded influence function. The first author's work is partially supported by Beijing Scientific Star Plan