Maller, R.A. - In: Stochastic Processes and their Applications 35 (1990) 1, pp. 169-180
Extremes in a sample of random vectors from d are defined as the points on the boundary of the smallest of a class of convex sets which contains the sample. A corresponding trimmed sum, the sum of the vectors omitting layers of the extremes, is proposed as a robust multivariate location...