Expansions for statistics involving the mean absolute deviations

DOI10.1007/BF00058648zbMath0766.62007MaRDI QIDQ1206660

Gutti Jogesh Babu

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

linear modelmeanmedianEdgeworth expansionsquantilesasymptotic representationsGauss-Markov model\(L1\)-normlattice variablemean absolute deviationsroot mean square deviationscale invariant statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (10)

Bootstrap for nonstandard cases ⋮ A broader class of modified two-stage minimum risk point estimation procedures for a normal mean ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Asymptotic distributions and performance of empirical skewness measures ⋮ On the efficiency of Gini's mean difference ⋮ Pairwise comparisons for Levene-style variability parameters ⋮ Sample Size Determination Using Bayesian Decision Criteria Under Absolute Value Loss Function ⋮ Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation ⋮ Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies ⋮ The mean and median absolute deviations

Cites Work

• Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
• On a partial correction by the bootstrap
• Strong representations for LAD estimators in linear models
• On Edgeworth expansions in the mixture cases
• Edgeworth expansion of a function of sample means
• Nonuniform central limit bounds with applications to probabilities of deviations
• On the validity of the formal Edgeworth expansion
• Confidence Intervals Based on the Mean Absolute Deviation of a Normal Sample
• MOMENTS OF THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION FOR NORMAL SAMPLES
• ON THE DISTRIBUTION OF THE ESTIMATE OF MEAN DEVIATION OBTAINED FROM SAMPLES FROM A NORMAL POPULATION

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