Bahadur representations for the median absolute deviation and its modifications

DOI10.1016/j.spl.2009.05.006zbMath1172.60308OpenAlexW2005741840MaRDI QIDQ840790

Satyaki Mazumder, Robert J. Serfling

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.2009.05.006

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (2)

The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables ⋮ Robust scale estimation under shifts in the mean

Cites Work

• Unnamed Item
• Exponential probability inequality and convergence results for the median absolute deviation and its modifications
• Limit theorems for the median deviation
• Bahadur representations for robust scale estimators based on regression residuals
• 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
• Projection-based depth functions and associated medians
• Weighted empirical processes in dynamic nonlinear models.
• Multiple outlier detection in multivariate data using projection pursuit techniques
• Another approach to asymptotics and bootstrap of randomly trimmed means
• Approximation Theorems of Mathematical Statistics
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• Asymptotic Statistics
• Alternatives to the Median Absolute Deviation
• A Note on Quantiles in Large Samples
• A General Qualitative Definition of Robustness
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Robust Statistics
• High breakdown analogs of the trimmed mean

This page was built for publication: Bahadur representations for the median absolute deviation and its modifications