Exponential probability inequality and convergence results for the median absolute deviation and its modifications
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Publication:840789
DOI10.1016/j.spl.2009.05.001zbMath1456.62056OpenAlexW2054392873MaRDI QIDQ840789
Robert J. Serfling, Satyaki Mazumder
Publication date: 14 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.001
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Bahadur representations for the median absolute deviation and its modifications ⋮ The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables ⋮ Estimating velocity for processive motor proteins with random detachment ⋮ Stabilized hard thresholding for an unknown noise level ⋮ On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data ⋮ High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination ⋮ Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement ⋮ Scale calibration for high-dimensional robust regression ⋮ Optimally robust estimators in generalized Pareto models ⋮ Robust scale estimation under shifts in the mean
Cites Work
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- Approximation Theorems of Mathematical Statistics
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- Asymptotically Optimal Tests for Multinomial Distributions
- A New Proof of the Bahadur Representation of Quantiles and an Application
- Complete Convergence and the Law of Large Numbers
- High breakdown analogs of the trimmed mean
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