The Length of the Shorth
Grubel, R.
Ann. Statist., Tome 16 (1988) no. 1, p. 619-628 / Harvested from Project Euclid
Let $\hat{H}_n(\alpha) (0 < \alpha < 1)$ denote the length of the shortest $\alpha$-fraction of the ordered sample $X_{1:n}, X_{2:n}, \cdots, X_{n:n}$, i.e., $\hat{H}_n(\alpha) = \min\{X_{k + j:n} - X_{k:n}: 1 \leq k \leq k + j \leq n; (j + 1)/n \geq \alpha\}.$ Such quantities arise in the context of robust scale estimation. Using the concept of compact derivatives of statistical functionals, the asymptotic behaviour of $\hat{H}_n(\alpha)$ as $n \rightarrow \infty$ is investigated.
Publié le : 1988-06-14
Classification:  Robust scale estimation,  asymptotic normality,  statistical functionals,  compact derivative,  empirical concentration function,  breakdown point,  62G05,  62E20,  62F35,  60F17
@article{1176350823,
     author = {Grubel, R.},
     title = {The Length of the Shorth},
     journal = {Ann. Statist.},
     volume = {16},
     number = {1},
     year = {1988},
     pages = { 619-628},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350823}
}
Grubel, R. The Length of the Shorth. Ann. Statist., Tome 16 (1988) no. 1, pp.  619-628. http://gdmltest.u-ga.fr/item/1176350823/