M-estimation for discrete data: Asymptotic distribution theory and implications (Q1107231): Difference between revisions
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Revision as of 22:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | M-estimation for discrete data: Asymptotic distribution theory and implications |
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M-estimation for discrete data: Asymptotic distribution theory and implications (English)
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1987
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The authors consider the asymptotic distribution of an M-estimator when the underlying distribution is discrete. They show its asymptotic normality quite generally. When the specification of the model is inexact, however, non-normal limiting distributions may result, and lead the authors to propose smooth score functions for discrete data.
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discrete model
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robust estimation
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M-estimator
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asymptotic normality
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non-normal limiting distributions
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smooth score functions
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