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
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.
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页码:509 / 521
页数:13
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