Multivariate spatial U-quantiles: A Bahadur–Kiefer representation, a Theil–Sen estimator for multiple regression, and a robust dispersion estimator
نویسندگان
چکیده
منابع مشابه
Multivariate Spatial U-Quantiles: a Bahadur-Kiefer Representation, a Theil-Sen Estimator for Multiple Regression, and a Robust Dispersion Estimator
A leading multivariate extension of the univariate quantiles is the so-called “spatial” or “geometric” notion, for which sample versions are highly robust and conveniently satisfy a Bahadur-Kiefer representation. Another extension of univariate quantiles has been to univariate U-quantiles, on the basis of which, for example, the well-known Hodges-Lehmann location estimator has a natural formula...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2008
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2007.05.043