Asymptotic properties of location estimators based on projection depth

DOI10.1016/S0167-7152(01)00152-3zbMath1007.62018MaRDI QIDQ1612935

Jeankyung Kim, Jin-Soo Hwang

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rates of convergencetrimmed meanprojection depthprojection medianmetrically trimmed mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

On the Stahel-Donoho estimator and depth-weighted means of multivariate data. ⋮ On Two Types of Breakdown Points of WeightedL²-median ⋮ On the performance of bivariate robust location estimators under contamination ⋮ A new projection estimate for multivariate location with minimax bias

Cites Work

• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Cube root asymptotics
• The metrically trimmed mean as a robust estimator of location
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• Weak convergence and empirical processes. With applications to statistics
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry

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