Robust estimation of the location of a vertical tangent in distribution
Erickson, R. V.
Ann. Statist., Tome 24 (1996) no. 6, p. 1423-1431 / Harvested from Project Euclid
It is shown that the location of the set of $m + 1$ observations with minimal diameter, within local data, is a robust estimator of the location of a vertical tangent in a distribution function. The rate of consistency of these estimators is shown to be the same as that of asymptotically efficient estimators for the same model. Robustness means (1) only properties of the distribution local to the vertical tangent play a role in the asymptotics, and (2) these asymptotics can be proven given approximate information about just two parameters, the shape and quantile of the vertical tangent.
Publié le : 1996-06-14
Classification:  Robust,  hyperefficient estimation,  singularity,  asymptotic distribution,  62F12,  62E20
@article{1032526977,
     author = {Erickson, R. V.},
     title = {Robust estimation of the location of a vertical tangent in distribution},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 1423-1431},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1032526977}
}
Erickson, R. V. Robust estimation of the location of a vertical tangent in distribution. Ann. Statist., Tome 24 (1996) no. 6, pp.  1423-1431. http://gdmltest.u-ga.fr/item/1032526977/