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分布函数垂直切线位置的稳健估计AI 解读

It is shown that the location of the set of $m + 1$ observations with minimal diameter, within local data, is a robust estimator of the location of a vertical tangent in a distribution function. The rate of consistency of these estimators is shown to be the same as that of asymptotically efficient estimators for the same model. Robustness means (1) only properties of the distribution local to the vertical tangent play a role in the asymptotics, and (2) these asymptotics can…

线性秩统计量的 L1 收敛速率AI 解读

This paper gives rates of convergence for the $L_1$ distances between the distributions of standardized linear rank statistics and the standard normal random variable. These rates are $O(N^{-\frac{1}{2}})$ under various conditions on the score function and the distributions of the underlying observations.