M-estimation for discrete data: Asymptotic distribution theory and implications (Q1107231)

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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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