On Sequential Nonparametric Estimation of Multivariate Lqcation
نویسنده
چکیده
For the multivariate one-sample location model (relating to a diagonally symmetric distribution). sequential non-parametric (point as well as interval) estimators based on appropriate rank statistics are considered and their asymptotic properties studied. In this context. asymptotic risk-efficiency of the proposed estimators and asymptotic normality of the associated stopping times are established. These results rest on moment-convergence of the permutation dispersion matrix to its population counterpart; these are studied as well. A brief review of some other robust procedures is made along with.
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