Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean

Qing Liu; Xiaohui Liu

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arXiv · 1802.10302

Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean

Qing Liu·Xiaohui Liu

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Abstract

Median absolute deviation (hereafter MAD) is known as a robust alternative to the ordinary variance. It has been widely utilized to induce robust statistical inferential procedures. In this paper, we investigate the strong and weak Bahadur representations of its bootstrap counterpart. As a useful application, we utilize the results to derive the weak Bahadur representation of the bootstrap sample projection depth weighted mean---a quite important location estimator depending on MAD.

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Qing Liu, Xiaohui Liu. 2018-02-28. Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean. https://arxiv.org/abs/1802.10302

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