Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
From MaRDI portal
Publication:1805560
DOI10.1214/aos/1176325637zbMath0827.62023OpenAlexW2057628754MaRDI QIDQ1805560
Publication date: 19 December 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325637
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Related Items
Asymptotic properties of location estimators based on projection depth ⋮ β-Skeleton depth functions and medians ⋮ Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean ⋮ Effect of kurtosis on efficiency of some multivariate medians ⋮ Convergence of depth contours for multivariate datasets ⋮ On Liu's simplicial depth and Randles' interdirections ⋮ On the effect of inliers on the spatial median ⋮ A note on the robustness of multivariate medians ⋮ Local depth ⋮ A half-region depth for functional data ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ Robust dimension reduction using sliced inverse median regression ⋮ A scatter matrix estimate based on the zonotope ⋮ Symmetrised M-estimators of multivariate scatter ⋮ On a transformation and re-transformation technique for constructing an affine equivariant multivariate median ⋮ Concentration of the empirical level sets of Tukey's halfspace depth ⋮ K-sign depth: from asymptotics to efficient implementation ⋮ Empirical depth processes ⋮ On the performance of bivariate robust location estimators under contamination ⋮ Consistency and asymptotic distribution of the Theil-Sen estimator ⋮ On the statistical efficiency of robust estimators of multivariate location ⋮ MU-estimation and smoothing ⋮ A note on simplicial depth function ⋮ Estimates of Regression Coefficients Based on the Sign Covariance Matrix ⋮ Depth estimators and tests based on the likelihood principle with application to regression ⋮ Inference for mixtures of symmetric distributions ⋮ Asymptotics of Oja median estimate ⋮ Distribution-free tests for polynomial regression based on simplicial depth ⋮ Asymptotics of a Theil-type estimate in multiple linear regression ⋮ Bahadur representation of \(M_m\) estimates ⋮ Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) ⋮ Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic ⋮ Multiplier \(U\)-processes: sharp bounds and applications ⋮ Lens data depth and median ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences ⋮ Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
