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math.ST2018
Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
Qing Liu, Xiaohui Liu
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…
math.ST2018
Limit theory for an AR(1) model with intercept and a possible infinite variance
Qing Liu, Xiaohui Liu
In this paper, we derive the limit distribution of the least squares estimator for an AR(1) model with a non-zero intercept and a possible infinite variance. It turns out that the…
math.ST2016
Some results on the computing of Tukey's halfspace medain
Xiaohui Liu, Shihua Luo, Yijun Zuo
Depth of the Tukey median is investigated for empirical distributions. A sharper upper bound is provided for this value for data sets in general position. This bound is lower than…