Finite sample tail behaviour of hodges-lehmann type estimators

DOI10.1080/02331880108802754MaRDI QIDQ4547522zbMATH OpenOpenAlexFDO

Authors Yijun Zuo

Publication date 21 August 2002

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802754

zbMATH Keywords

robustnessbreakdown pointtail behaviorHodges-Lehmann estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3962959 (Why is no real title available?)
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Estimates of Location Based on Rank Tests
• Estimates of location: a large deviation comparison
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• Rates of Convergence of Estimates and Test Statistics
• Robust Statistics
• Robust confidence limits
• Tail Behavior of Regression Estimators and their Breakdown Points
• Tail-behavior of location estimators
• The rate of convergence of consistent point estimators

Cited in

(7)

• Tail-behavior of estimators and of their one-step versions
• Asymptotic and finite-sample properties in statistical estimation
• scientific article; zbMATH DE number 3940426 (Why is no real title available?)
• Finite sample tail behavior of the multivariate trimmed mean based on Tukey-Donoho halfspace depth
• Tail behavior and breakdown properties of equivariant estimators of location
• Finite sample tail behavior of multivariate location estimators
• Approximated non parametric confidence regions for the ratio of two percentiles

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