Finite sample tail behavior of multivariate location estimators
From MaRDI portal
Publication:1810709
DOI10.1016/S0047-259X(02)00059-3zbMath1014.62065MaRDI QIDQ1810709
Publication date: 9 June 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
monotonicityrobustnesstail behaviorL-estimatorsbreakdown pointmultivariatedata depthhalfspace median
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalized L-, M-, and R-statistics
- Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
- On a notion of data depth based on random simplices
- Tail-behavior of location estimators
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- The rate of convergence of consistent point estimators
- Estimates of location: a large deviation comparison
- Convergence of depth contours for multivariate datasets
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Test of tails based on extreme regression quantiles
- General notions of statistical depth function.
- Structural properties and convergence results for contours of sample statistical depth functions.
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
- Tail Behavior of Regression Estimators and their Breakdown Points
- Regression Depth
- Robust confidence limits
- Rates of Convergence of Estimates and Test Statistics
- Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
- Tail behavior and breakdown properties of equivariant estimators of location
This page was built for publication: Finite sample tail behavior of multivariate location estimators
