Asymptotics for the Tukey Median

Jean-Claude Massé

Journal of Multivariate Analysis, 2002, vol. 81, issue 2, 286-300

Abstract: The asymptotic distribution of the Tukey median has recently been obtained by Nolan in a bivariate setting and by Bai and He in the general multivariate case. To establish their theorem, these authors made a strong symmetry hypothesis on the distribution and, in the case of Bai and He, assumed the existence of a density function with a gradient satisfying a finite-moment condition. This paper extends the above result by deriving the asymptotic distribution of the above location estimate without making any symmetry or differentiability assumption on the distribution.

Keywords: Tukey; depth; half-space; median; Tukey; median; empirical; process (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(01)92008-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:81:y:2002:i:2:p:286-300

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().