Locatton Estimators Based On Linear Combinations Of Modified Order Statistics

Let X1.,., Xn be i.i.d. random variables with common distribution function F(x- 9 ) 5 and let a(u) be a function defined on [0,1], For each t⋲R define the t-order statistics as: Xin (t)= Xk if there in exist exactly (i- 1) Xj ‘s such that | Xj-t|<|Xk-t| and define the variable T (t) = n 2. a(...

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Detalles Bibliográficos
Autores principales: Yohai, V.J., Maronna, R.A.
Formato: JOUR
Materias:
asymptotic theory
robustness
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03610926_v5_n5_p481_Yohai
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
Descripción
Sumario:Let X1.,., Xn be i.i.d. random variables with common distribution function F(x- 9 ) 5 and let a(u) be a function defined on [0,1], For each t⋲R define the t-order statistics as: Xin (t)= Xk if there in exist exactly (i- 1) Xj ‘s such that | Xj-t|<|Xk-t| and define the variable T (t) = n 2. a(i/n) Xin(t). We consider estimates n i = 1 in of 9 defined as solutions of the equation T(0) = 6, and Tone-step” versions T(9), where 6 is an initial estimate. We find the asymptotic distributions of these estimates, and study their small-sample behaviour by Monte Carlo simulation. © 1976 by Marcel Dekker, Inc.

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