Convergent estimators for the L1-median of a Banach valued random variable

被引：23

作者：

Cadre, B ^{[1
]}

机构：

[1] Univ Montpellier 2, Lab Probabil & Stat, F-34095 Montpellier 5, France

来源：

STATISTICS | 2001年 / 35卷 / 04期

关键词：

L-1-median; nonparametric estimation; auto-reproducing space; weak* topology;

D O I：

10.1080/02331880108802751

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let E be a separable Banach space, which is the dual of a Banach space F. If X is an E-valued random variable, the set of L-1-medians of X is Argmin(alpha is an element ofE) E[parallel toX - alpha parallel to - parallel toX parallel to]. Assume that this set contains only one element. From any sequence of probability measures {mu (n), n > 1} on E, which converges in law to X, we give two approximating sequences of the LI-median, for the weak* topology induced by F.

引用

页码：509 / 521

页数：13