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ESTIMATING THE ASYMPTOTIC DISPERSION OF

THE *L*_{1} MEDIAN

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ARUP BOSE

*Theoretical Statistics and Mathematics Unit, Indian Statistical
Institute,*

203, B.T. Road, Calcutta-700 035, India
(Received February 21, 1994; revised July 27, 1994)

**Abstract.**
A simple estimate of the asymptotic dispersion
matrix of the *L*_{1} median is proposed and its rate of convergence
is studied.

*Key words and phrases*:
*L*_{1} median, asymptotic
dispersion, consistent estimate, rate of convergence, strong law of
large numbers, central limit theorem, law of iterated logarithm.

**Source**
( TeX ,
DVI ,
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