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Asymptotic properties of location estimators based on projection depth

โœ Scribed by Jeankyung Kim; Jinsoo Hwang


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
101 KB
Volume
55
Category
Article
ISSN
0167-7152

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โœฆ 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 โˆš n rates of convergence of the trimmed mean and a metrically trimmed mean are obtained.


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