3 papers
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…
stat.ME2017
A new class of -norm zonoid depths
Xiaohui Liu, Yuanyuan Li, Qing Liu
Zonoid depth, as a well-known ordering tool, has been widely used in multivariate analysis. However, since its depth value vanishes outside the convex hull of the data cloud, it su…