Asymptotic properties of location estimators based on projection depth

✍ Scribed by Jeankyung Kim; Jinsoo Hwang

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 101 KB
• Volume: 55
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(01)00152-3

✦ Synopsis

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 and a metrically trimmed mean are obtained.