Asymptotic properties of location estimators based on projection depth

초록

The recent paper of Bai and He(1999) established asymptotic distributions of maximal depth regression estimator and the half-space median, which is characterized through a max-min operation of a continuous Gaussian process. In this paper we give a rigorous proof of the limiting distribution of projection median using the result of Bai and He(1999) under a general setting.