Asymptotic independence of median and MAD

Statistics and Probability Letters

Volumn 34, Issue 4, 1997, Pages 341-345

  Falk, Michael ^a  

^a CATHOLIC UNIVERSITY OF EICHSTÄTT INGOLSTADT   (Germany)

Author keywords

Asymptotic independence; Asymptotic normality; Interquartile range; Median; Median absolute deviation

Indexed keywords

EID: 0031575128     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(96)00199-X     Document Type: Article

References (5)

1. Hall, P. and A.H. Welsh, (1985), Limit theorems for the median deviation, Ann. Inst. Statist. Math. 37, 27-36.
2. Hampel, F.R. (1974), The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 69, 383-397.
3. Huber, P.J. (1981), Robust Statistics (Wiley, New York).
4. Reiss, R.-D. (1989), Approximate Distributions of Order Statistics. With Applications to Nonparametric Statistics, Springer Series in Statistics (Springer, New York).
5. Rice, J.A. (1988), Mathematical Statistics and Data Analysis (Wadsworth & Brooks, Pacific Grove, CA).