Robust estimation of the location of a vertical tangent in distribution
成果类型：
Article
署名作者：
Erickson, RV
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
1423-1431
关键词：
摘要：
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.