Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105023
Title: Asymptotic distributions of the maximal depth estimators for regression and multivariate location
Authors: Bai, Z.-D. 
He, X.
Keywords: Asymptotic distribution
Consistency
Estimator
Median
Multivariate location
Regression depth
Robustness
Issue Date: Oct-1999
Citation: Bai, Z.-D.,He, X. (1999-10). Asymptotic distributions of the maximal depth estimators for regression and multivariate location. Annals of Statistics 27 (5) : 1616-1637. ScholarBank@NUS Repository.
Abstract: We derive the asymptotic distribution of the maximal depth regression estimator recently proposed in Rousseeuw and Hubert. The estimator is obtained by maximizing a projection-based depth and the limiting distribution is characterized through a max - min operation of a continuous process. The same techniques can be used to obtain the limiting distribution of some other depth estimators including Tukey's deepest point based on half-space depth. Results for the special case of two-dimensional problems have been available, but the earlier arguments have relied on some special geometric properties in the low-dimensional space. This paper completes the extension to higher dimensions for both regression and multivariate location models.
Source Title: Annals of Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/105023
ISSN: 00905364
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

23
checked on Sep 21, 2019

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.