Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables

DOI10.1214/AOS/1028144854zbMATH Open0934.62052OpenAlexW1971191079MaRDI QIDQ1807098FDOQ1807098

Authors Ivan Mizera, Jon A. Wellner 

Publication date 9 November 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1028144854

zbMATH Keywords

medianmajorizationempirical distributionsweak consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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• A Note on Order Statistics for Heterogeneous Distributions
• Approximation Theorems of Mathematical Statistics
• Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
• Asymptotic behavior of regression quantiles in non-stationary, dependent cases
• Generalized runs tests for heteroscedastic time series
• Inequalities: theory of majorization and its applications
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
• On the Distribution of the Number of Successes in Independent Trials
• On the distribution of the number of successes in independent trials
• Probability Inequalities for Sums of Bounded Random Variables
• Robust Statistics
• The Effect of Sample Heterogeneity on Linear Functions of Order Statistics, with Applications to Robust Estimation

Cited In (12)

• Stability of conditional median under discretization of filtrations
• Combining robustness with efficiency in the estimation of the variogram
• Sample heterogeneity and M-estimation
• A fine-tuned estimator of a general convergence rate
• Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• \(L_1\)-estimation in linear models with heterogeneous white noise
• ON CONVERGENCE THEOREMS FOR QUANTILES
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
• On mean estimation for heteroscedastic random variables
• On multivariate quantile regression analysis
• Generalized runs tests for heteroscedastic time series

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