Estimating the asymptotic dispersion of the \(L_ 1\) median

DOI10.1007/BF00773462zbMath0833.62025OpenAlexW2031709328MaRDI QIDQ1901675

Arup Bose

Publication date: 8 November 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773462

zbMATH Keywords

rate of convergencestrong law of large numberscentral limit theoremconsistent estimatelaw of iterated logarithmasymptotic dispersion matrixL1 median

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15)

Related Items (2)

AFFINE-EQUIVARIANT SPATIAL MEDIAN AND ITS USE IN THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM ⋮ Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

Cites Work

• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• On the dispersion of multivariate median

This page was built for publication: Estimating the asymptotic dispersion of the \(L_ 1\) median