Asymptotic properties of location estimators based on projection depth

DOI10.1016/S0167-7152(01)00152-3MaRDI QIDQ1612935zbMATH OpenFDO

Authors Jeankyung Kim, Jinsoo 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)

Recommendations

• Asymptotic distributions of the maximal depth estimators for regression and multivariate location
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• Robustness and asymptotics of the projection median
• Projection-based depth functions and associated medians
• Influence function and maximum bias of projection depth based estimators.

Cites work

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

Cited in

(7)

• On the performance of bivariate robust location estimators under contamination
• Exact confidence regions for species assignment based on DNA markers
• On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
• Multidimensional trimming based on projection depth
• On two types of breakdown points of weighted \(L^{2}\)-median
• A new projection estimate for multivariate location with minimax bias
• scientific article; zbMATH DE number 3909541 (Why is no real title available?)

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