Asymptotic properties of location estimators based on projection depth
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.
Volume (Year): 55 (2001)
Issue (Month): 3 (December)
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- 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.
- 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.
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