On inconsistent M-estimators

DOI10.1214/AOS/1176345786zbMath0496.62034OpenAlexW1995488135MaRDI QIDQ1169991

David Freedman, Persi Diaconis

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/1176345786

zbMATH Keywords

consistencyconvexityrobust estimationmulti-modal distributionspsi functionsM-estimators of locationinconsistent M-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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