Finite sample tail behaviour of hodges-lehmann type estimators

DOI10.1080/02331880108802754zbMATH Open1026.62017OpenAlexW1963532361MaRDI QIDQ4547522FDOQ4547522

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

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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)

Cites Work

• Estimates of Location Based on Rank Tests
• Robust Statistics
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Tail Behavior of Regression Estimators and their Breakdown Points
• Rates of Convergence of Estimates and Test Statistics
• Title not available (Why is that?)
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
• Estimates of location: a large deviation comparison
• The rate of convergence of consistent point estimators
• Tail-behavior of location estimators
• Robust confidence limits
• Title not available (Why is that?)

Cited In (7)

• Asymptotic and finite-sample properties in statistical estimation
• Title not available (Why is that?)
• 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
• Tail-behavior of estimators and of their one-step versions

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