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(...
Guardado en:
Autores principales: | , |
---|---|
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 |