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On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation.

Authors :
Chen, Ting-Li
Fujisawa, Hironori
Huang, Su-Yun
Hwang, Chii-Ruey
Source :
Journal of Multivariate Analysis. Jan2016, Vol. 143, p165-184. 20p.
Publication Year :
2016

Abstract

This article studies the weak convergence and associated Central Limit Theorem for blurring and nonblurring processes. Then, they are applied to the estimation of location parameter. Simulation studies show that the location estimation based on the convergence point of blurring process is more robust and often more efficient than that of nonblurring process. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0047259X
Volume :
143
Database :
Academic Search Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Academic Journal
Accession number :
111442507
Full Text :
https://doi.org/10.1016/j.jmva.2015.09.009