Asymptotic properties of location estimators based on projection depth

Jeankyung Kim and Jinsoo Hwang

Statistics & Probability Letters, 2001, vol. 55, issue 3, 293-299

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.

Keywords: Projection; depth; Projection; median; Rates; of; convergence; Asymptotic; distribution; Trimmed; mean; Metrically; trimmed; mean (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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