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Rates of convergence of Lp-estimators for a density with an infinity cusp
Institution:1. Process Systems Engineering (AVT.SVT), RWTH Aachen University, Aachen, Germany;2. Institute of Operations Research, Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany
Abstract:We study the asymptotics of Lp-estimators, p>0, as estimates of a parameter of location for data coming for a symmetric density with an infinity cusp at the center of symmetry of the distribution. In this situation, the data are more concentrated around the parameter of location than in usual cases. The maximum-likelihood estimator is not defined. The rates of convergence of the Lp-estimators in this situation depend on p and on the shape of the density. For some densities and small values of p, the Lp-estimator converges with a fast rate of convergence.
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