Abstract
A simple estimate of the asymptotic dispersion matrix of theL 1 median is proposed and its rate of convergence is studied.
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References
Bose, A. and Chaudhuri, P. (1993). On the dispersion of multivariate median,Ann. Inst. Statist. Math.,45(3), 541–550.
Chaudhuri, P. (1992). Multivariate location estimation using extension ofR-estimates throughU-statistics type approach,Ann. Statist.,20, 897–916.
Small, C. G. (1990). A survey of multidimensional medians,Internat. Statist. Rev.,58, 263–277.
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Research supported in part by a grant of the Indian Statistical Institute.
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Bose, A. Estimating the asymptotic dispersion of theL 1 median. Ann Inst Stat Math 47, 267–271 (1995). https://doi.org/10.1007/BF00773462
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DOI: https://doi.org/10.1007/BF00773462