On the Weak Convergence and Central Limit Theorem of Blurring and Nonblurring Processes with Application to Robust Location Estimation

Abstract

This article studies the weak convergence and associated Central Limit Theorem for blurring and nonblurring processes. Then, they are applied to the estimation of location parameter. Simulation studies show that the location estimation based on the convergence point of blurring process is more robust and often more efficient than that of nonblurring process.