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Asymptotics of Oja Median Estimate

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  • Shen, Gang

Abstract

We present here a fairly simple and short proof for the asymptotic distribution of the Oja sample median based on Hoeffding's decomposition of U-statistics and the convexity lemma.

Suggested Citation

  • Shen, Gang, 2008. "Asymptotics of Oja Median Estimate," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2137-2141, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2137-2141
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    References listed on IDEAS

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    1. Nadar, M. & Hettmansperger, T. P. & Oja, H., 2003. "The asymptotic covariance matrix of the Oja median," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 431-442, October.
    2. Pollard, David, 1991. "Asymptotics for Least Absolute Deviation Regression Estimators," Econometric Theory, Cambridge University Press, vol. 7(2), pages 186-199, June.
    3. Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
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    Cited by:

    1. Lin, N. & Xi, R., 2010. "Fast surrogates of U-statistics," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 16-24, January.
    2. Eliana Christou, 2020. "Robust dimension reduction using sliced inverse median regression," Statistical Papers, Springer, vol. 61(5), pages 1799-1818, October.
    3. Shen, Gang, 2009. "Asymptotics of a Theil-type estimate in multiple linear regression," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1053-1064, April.

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