Search Results - subject:"median absolute deviation"

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Another approach to asymptotics and bootstrap of randomly trimmed means

Chen, Zhiqiang; Giné, Evarist - In: Annals of the Institute of Statistical Mathematics 56 (2004) 4, pp. 771-790

Persistent link: https://www.econbiz.de/10005616447

Strong convergence rate of the least median absolute estimator in linear regression models

Ip, W.; Yang, Ying; Kwan, P.; Kwan, Y. - In: Statistical Papers 44 (2003) 2, pp. 183-201

Persistent link: https://www.econbiz.de/10004970884

Identification of outliers in a one-way random effects model

Wellmann, Jürgen; Gather, Ursula - In: Statistical Papers 44 (2003) 3, pp. 335-348

Persistent link: https://www.econbiz.de/10004970901

A Note on the Comedian for Elliptical Distributions

Falk, Michael - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 306-317

The comedianCOM(X,Â Y) of random variablesX,Yis a median based robust alternative to the covariance ofXofY. For the bivariate normal case it is known thatCOM(X,Â Y), standardized by the median absolute deviations ofXandY, is a symmetric, strictly increasing and continuous function of the...

Persistent link: https://www.econbiz.de/10005221522

On Mad and Comedians

Falk, Michael - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 615-644

Persistent link: https://www.econbiz.de/10005169236