The asymptotic covariance matrix of the Oja median.

DOI10.1016/S0167-7152(03)00210-4zbMATH Open1116.62355OpenAlexW2008296519WikidataQ110034769 ScholiaQ110034769MaRDI QIDQ1423116FDOQ1423116

Authors: D. Massart 

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00210-4

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zbMATH Keywords

Affine equivariantAffine invariantMultivariate \(L_1\) estimateMultivariate median

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Sign and rank covariance matrices
• Descriptive statistics for multivariate distributions
• A Distribution-Free Multivariate Sign Test Based on Interdirections
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• The geometry of the affine invariant multivariate sign and rank methods
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
• Title not available (Why is that?)
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• Title not available (Why is that?)
• Robust covariance estimates based on resampling
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Cited In (4)

• Asymptotics of Oja median estimate
• Title not available (Why is that?)
• Oja median: center-locating property
• Title not available (Why is that?)

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