Asymptotic independence of median and MAD

Michael Falk

Statistics & Probability Letters, 1997, vol. 34, issue 4, 341-345

Abstract: The asymptotic joint normality of the sample median and the median absolute deviation from the median (MAD) as robust counterparts of sample mean and standard deviation is established. This characterizes their asymptotic independence, paralleling the asymptotic independence of mean and standard deviation. Analogous results are established for the median and the interquartile range.

Keywords: Median; Median; absolute; deviation; Interquartile; range; Asymptotic; normality; Asymptotic; independence (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (6)

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