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Asymptotic expansion of S-estimators of location and covariance

✍ Scribed by H. P. Lopuhaä


Book ID
108542333
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
378 KB
Volume
51
Category
Article
ISSN
0039-0402

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Asymptotic properties of location estima
✍ Jeankyung Kim; Jinsoo Hwang 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 101 KB

We study asymptotic properties of location estimators based on the projection depth. A rigorous proof of the limiting distribution of projection median is provided using the result of Bai and He (Ann. Statist. 27 (1999) 1616) under a general setting. The √ n rates of convergence of the trimmed mean