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Asymptotic properties of location estimators based on projection depth

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  • Kim, Jeankyung
  • Hwang, Jinsoo

Abstract

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.

Suggested Citation

  • Kim, Jeankyung & Hwang, Jinsoo, 2001. "Asymptotic properties of location estimators based on projection depth," Statistics & Probability Letters, Elsevier, vol. 55(3), pages 293-299, December.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:3:p:293-299
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    References listed on IDEAS

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    1. Niinimaa, A. & Oja, H. & Tableman, Mara, 1990. "The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 325-328, September.
    2. Kim, Jeankyung, 2000. "Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 393-400, October.
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    Cited by:

    1. Hwang, Jinsoo & Jorn, Hongsuk & Kim, Jeankyung, 2004. "On the performance of bivariate robust location estimators under contamination," Computational Statistics & Data Analysis, Elsevier, vol. 44(4), pages 587-601, January.
    2. Adrover, Jorge G. & Yohai, Víctor J., 2010. "A new projection estimate for multivariate location with minimax bias," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1400-1411, July.

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