16 citations · 27 across the 11 of their papers we have counts for
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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…