The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables

DOI10.1016/j.spl.2012.12.023zbMath1266.60018OpenAlexW1986673308MaRDI QIDQ1950741

Hideki Nagatsuka, Toshinari Kamakura, Hiroshi Kawakami, Hisashi Yamamoto

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.023

zbMATH Keywords

medianconfidence intervalrobust statisticsmedian absolute deviationexact finite-sample distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

Robust scale estimation under shifts in the mean

Cites Work

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• Exponential probability inequality and convergence results for the median absolute deviation and its modifications
• Bahadur representations for the median absolute deviation and its modifications
• Limit theorems for the median deviation
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• Asymptotic independence of median and MAD
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• The mean and median absolute deviations
• Better Bootstrap Confidence Intervals
• The Influence Curve and Its Role in Robust Estimation
• Order Statistics
• Testing Statistical Hypotheses

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