The dθ-median remains much more reliable than the mean when estimating the location of a random interval. We show that under general conditions the sample dθ-median is a strongly consistent estimator of the dθ-median.

A robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied and compared to other robust correlation estimators by...

In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for a fixed number of parameters would remain...

Let [alpha] [set membership, variant] (0, 1); the [alpha]-quantile of an -valued (k [greater-or-equal, slanted] 1) random variable X is a point minimizing the expectation E(||X - [theta]||p,[alpha] - ||X||p,[alpha]), where ||·||p,[alpha] is defined in terms of the lp-norm, 1...