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(...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Yohai, V.J., Maronna, R.A.
Formato: JOUR
Materias:
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03610926_v5_n5_p481_Yohai
Aporte de:
id todo:paper_03610926_v5_n5_p481_Yohai
record_format dspace
spelling todo:paper_03610926_v5_n5_p481_Yohai2023-10-03T15:26:43Z Locatton Estimators Based On Linear Combinations Of Modified Order Statistics Yohai, V.J. Maronna, R.A. asymptotic theory robustness 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03610926_v5_n5_p481_Yohai
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic asymptotic theory
robustness
spellingShingle asymptotic theory
robustness
Yohai, V.J.
Maronna, R.A.
Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
topic_facet asymptotic theory
robustness
description 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.
format JOUR
author Yohai, V.J.
Maronna, R.A.
author_facet Yohai, V.J.
Maronna, R.A.
author_sort Yohai, V.J.
title Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
title_short Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
title_full Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
title_fullStr Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
title_full_unstemmed Locatton Estimators Based On Linear Combinations Of Modified Order Statistics
title_sort locatton estimators based on linear combinations of modified order statistics
url http://hdl.handle.net/20.500.12110/paper_03610926_v5_n5_p481_Yohai
work_keys_str_mv AT yohaivj locattonestimatorsbasedonlinearcombinationsofmodifiedorderstatistics
AT maronnara locattonestimatorsbasedonlinearcombinationsofmodifiedorderstatistics
_version_ 1807315400945303552