Defining extremes and trimming by minimum covering sets

DOI10.1016/0304-4149(90)90130-KzbMath0703.60015OpenAlexW2016723951MaRDI QIDQ916195

Ross A. Maller

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(90)90130-k

zbMATH Keywords

asymptotic normalitymultivariate extremesrobust location estimatorsufficient conditions for consistency

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Robust Winsorized Regression Using Bootstrap Approach ⋮ Limit laws for multidimensional extremes ⋮ Multivariate stability and strong limiting behaviour of intermediate order statistics

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