ESTIMATORS RELATED TO U-PROCESSES WITH APPLICATIONS TO MULTIVARIATE MEDIANS - ASYMPTOTIC NORMALITY

Authors
ARCONES MA CHEN ZQ GINE E
Citation
Ma. Arcones et al., ESTIMATORS RELATED TO U-PROCESSES WITH APPLICATIONS TO MULTIVARIATE MEDIANS - ASYMPTOTIC NORMALITY, Annals of statistics, 22(3), 1994, pp. 1460-1477
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
22
Issue
3
Year of publication
1994
Pages
1460 - 1477
Database
ISI
SICI code
0090-5364(1994)22:3<1460:ERTUWA>2.0.ZU;2-D
Abstract
If a criterion function g(x(1),...,x(m); theta) depends on m > 1 sampl es, then a natural estimator of arg max P(m)g(x(1),...,x(m); theta) is the arg max of a U-process. It is observed that, under suitable condi tions, these estimators are asymptotically normal. This is then applie d to prove asymptotic normality of Liu's simplicial median and of Oja' s medians in R(d).