Note on Qualitative Robustness of Multivariate Sample Mean and Median
It is known that the robustness properties of estimators depend on the choice of a metric in the space of distributions. We introduce a version of Hampel's qualitative robustness that takes into account the n-asymptotic normality of estimators in Rk, and examine such robustness of two standard...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2013/208950 |
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