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Estimating the asymptotic dispersion of theL 1 median |
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| Authors: | Arup Bose |
| Affiliation: | (1) Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, 203, B. T. Road, 700 035 Calcutta, India |
| Abstract: | A simple estimate of the asymptotic dispersion matrix of theL1 median is proposed and its rate of convergence is studied.Research supported in part by a grant of the Indian Statistical Institute. |
| Keywords: | L1 median asymptotic dispersion consistent estimate rate of convergence strong law of large numbers central limit theorem law of iterated logarithm |
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