On the dispersion of multivariate median

DOI10.1007/BF00773354zbMath0799.62061MaRDI QIDQ1335358

Arup Bose, Probal Chaudhuri

Publication date: 7 November 1994

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

zbMATH Keywords

rate of convergenceconsistent estimategeneralized variance\(L1\)-medianasymptotic variance of sample medianlarge sample dispersion matrixmultivariate Hodges-Lehmann estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (10)

AFFINE-EQUIVARIANT SPATIAL MEDIAN AND ITS USE IN THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM ⋮ Asymptotic properties of high-dimensional spatial median in elliptical distributions with application ⋮ Estimating the asymptotic dispersion of the \(L_ 1\) median ⋮ Convergence of depth contours for multivariate datasets ⋮ On the effect of inliers on the spatial median ⋮ WeightedL₁-estimates for a VAR(p) time series model ⋮ Multivariate spatial sign and rank methods ⋮ Gibbs posterior inference on multivariate quantiles ⋮ Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators ⋮ A comparison of some manova-type tests based on least distances

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