New robust metrics of central tendency for estimation performance evaluation

@article{Yin2012NewRM,
  title={New robust metrics of central tendency for estimation performance evaluation},
  author={Hanlin Yin and Jian Lan and X. Rong Li},
  journal={2012 15th International Conference on Information Fusion},
  year={2012},
  pages={2020-2027}
}
Many existing error metrics for estimation performance evaluation can be viewed as measures of central tendency of error (CTE). However, they are not robust because they are sensitive to extreme values or change of “middle” errors. In view of this, we consider estimation performance evaluation with metrics of CTE directly. To design appropriate measures of CTE, two desirable properties named location equivariance and scale equivariance are introduced and some indicators of robustness are… CONTINUE READING
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