The asymptotic covariance matrix of the Oja median.

DOI10.1016/S0167-7152(03)00210-4MaRDI QIDQ1423116zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• A Distribution-Free Multivariate Sign Test Based on Interdirections
• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
• Descriptive statistics for multivariate distributions
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
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• scientific article; zbMATH DE number 3978165 (Why is no real title available?)
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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 795295 (Why is no real title available?)
• Robust covariance estimates based on resampling
• Sign and rank covariance matrices
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• The geometry of the affine invariant multivariate sign and rank methods

Cited in

(6)

• On the dispersion of multivariate median
• Oja median: center-locating property
• scientific article; zbMATH DE number 5280064 (Why is no real title available?)
• La médiane simpliciale d'Oja: Existence, unicité et stabilité
• scientific article; zbMATH DE number 795295 (Why is no real title available?)
• Asymptotics of Oja median estimate

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