Small sample asymptotic expansions for multivariate M-estimates

DOI10.1214/aos/1176345864zbMath0515.62024MaRDI QIDQ1052001

J. Blot

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345864

zbMATH Keywords

Taylor expansion; local approximations; robust estimation; multivariate Edgeworth expansion; direct and indirect Edgeworth expansions; multivariate M-estimates; saddlepoint technique; small sample asymptotic expansions; studentizing

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62E15: Exact distribution theory in statistics

62F35: Robustness and adaptive procedures (parametric inference)

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