Bahadur representations for the median absolute deviation and its modifications

DOI10.1016/J.SPL.2009.05.006MaRDI QIDQ840790zbMATH OpenOpenAlexFDO

Authors Satyaki Mazumder, Robert J. Serfling

Publication date 14 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.05.006

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Exponential probability inequality and convergence results for the median absolute deviation and its modifications
• Asymptotic independence of median and MAD
• Alternatives to the Median Absolute Deviation
• The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
• Second order representations of the least absolute deviation regression estimator

Cites work

• A General Qualitative Definition of Robustness
• A New Proof of the Bahadur Representation of Quantiles and an Application
• A Note on Quantiles in Large Samples
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Alternatives to the Median Absolute Deviation
• Another approach to asymptotics and bootstrap of randomly trimmed means
• Approximation Theorems of Mathematical Statistics
• Asymptotic independence of median and MAD
• Asymptotic Statistics
• Bahadur representations for robust scale estimators based on regression residuals
• Exponential probability inequality and convergence results for the median absolute deviation and its modifications
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• High breakdown analogs of the trimmed mean
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Limit theorems for the median deviation
• Multiple outlier detection in multivariate data using projection pursuit techniques
• Projection-based depth functions and associated medians
• Robust Statistics
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(7)

• Asymptotic independence of median and MAD
• The Bahadur-Kiefer representation of the two dimensional spatial medians
• The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
• Robust scale estimation under shifts in the mean
• Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
• Robust scale estimation for strongly mixing processes under shifts in the mean
• Exponential probability inequality and convergence results for the median absolute deviation and its modifications

This page was built for publication: Bahadur representations for the median absolute deviation and its modifications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q840790)