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On the consistency of the jackknife estimator of the asymptotic variance of spatial median

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  • Rublík, František

Abstract

It is shown that the usual delete-1 jackknife variance estimator of the asymptotic variance of spatial median is consistent. This is proved under the assumptions that the dimension of the data d≥3, the sampled distribution possesses a density with respect to the Lebesgue measure and this density is bounded on every bounded subset of Rd.

Suggested Citation

  • Rublík, František, 2025. "On the consistency of the jackknife estimator of the asymptotic variance of spatial median," Journal of Multivariate Analysis, Elsevier, vol. 207(C).
    • Handle: RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x24001064
    DOI: 10.1016/j.jmva.2024.105399
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    References listed on IDEAS

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    1. Arup Bose, 1995. "Estimating the asymptotic dispersion of theL 1 median," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 267-271, June.
    2. Arup Bose & Probal Chaudhuri, 1993. "On the dispersion of multivariate median," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 541-550, September.
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