Asymptotic normality of multivariate trimmed means

DOI10.1016/0167-7152(94)00204-LzbMath0838.62019OpenAlexW2020341508MaRDI QIDQ1907888

Miguel A. Arcones

Publication date: 6 June 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00204-l

zbMATH Keywords

rotationsrobustnessasymptotic normalityM-estimatorsequivariancetranslationstrimmed meantrimmingLp mediansmultivariate parameters of location

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01)

Related Items (3)

Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean ⋮ On the measure of anchored Gaussian simplices, with applications to multivariate medians ⋮ A resistant estimator of multivariate location and dispersion

Cites Work

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• U-processes: Rates of convergence
• Some limit theorems for empirical processes (with discussion)
• Uniqueness of the spatial median
• Asymptotics for multivariate trimming
• The metrically trimmed mean as a robust estimator of location
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Error analysis of QR decompositions by Givens transformations
• Distributional convergence of M-estimators under unusual rates
• Some remarks on the uniform weak convergence of stochastic processes
• A New Proof of the Bahadur Representation of Quantiles and an Application

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