Asymptotic properties of location estimators based on projection depth

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

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Year of publication:	2001
Authors:	Kim, Jeankyung ; Hwang, Jinsoo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 3, p. 293-299
Publisher:	Elsevier
Keywords:	Projection depth Projection median Rates of convergence Asymptotic distribution Trimmed mean Metrically trimmed mean

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138125