Asymptotic independence of median and MAD

DOI10.1016/S0167-7152(96)00199-XzbMath0874.62047MaRDI QIDQ1365169

Michael Falk

Publication date: 28 August 1997

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

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Related Items (12)

Exponential probability inequality and convergence results for the median absolute deviation and its modifications ⋮ Bahadur representations for the median absolute deviation and its modifications ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables ⋮ Robust generalized confidence intervals ⋮ Robust confidence intervals for the difference of two independent population variances ⋮ High breakdown analogs of the trimmed mean ⋮ A robust Sharpe ratio ⋮ On a robust and efficient maximum depth estimator ⋮ Another approach to asymptotics and bootstrap of randomly trimmed means ⋮ Robust analogs to the coefficient of variation ⋮ The mean and median absolute deviations

Cites Work

• Unnamed Item
• Limit theorems for the median deviation
• Approximate distributions of order statistics. With applications to nonparametric statistics
• The Influence Curve and Its Role in Robust Estimation
• Robust Statistics

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