On the dispersion of multivariate median
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References listed on IDEAS
- Jun Shao, 1990. "Bootstrap estimation of the asymptotic variances of statistical functionals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 737-752, December.
- Falk, Michael, 1986. "On the estimation of the quantile density function," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 69-73, March.
- Hall, Peter & Martin, Michael A., 1991. "On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 70-81, July.
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- Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry & Cabana Garceran del Vall, Elisa, 2017. "Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators," DES - Working Papers. Statistics and Econometrics. WS 24613, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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.
- Brown, Bruce M. & Hall, Peter & Young, G. Alastair, 1997. "On the Effect of Inliers on the Spatial Median," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 88-104, October.
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KeywordsAsymptotic dispersion matrix; consistent estimate; generalized variance; L 1 median; multivariate Hodges-Lehmann estimate; n 1/2 -consistent estimation; rate of convergence;
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