Distributional convergence of M-estimators under unusual rates

DOI10.1016/0167-7152(94)00013-1zbMath0815.62011OpenAlexW2005516508MaRDI QIDQ1341356

Miguel A. Arcones

Publication date: 9 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00013-1

zbMATH Keywords

rate of convergenceM-estimatorsempirical processLp-median

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

Related Items (8)

Some strong limit theorems for M-estimators ⋮ Asymptotic normality of multivariate trimmed means ⋮ Rates of convergence in the asymptotic normality for some local maximum estimators ⋮ Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp ⋮ General \(M\)-estimation and its bootstrap ⋮ Asymptotic estimation theory of multipoint linkage analysis under perfect marker information. ⋮ Asymptotic distribution of regression M-estimators ⋮ Limiting distributions for \(L_1\) regression estimators under general conditions

Cites Work

• Cube root asymptotics
• Characterization of the law of the iterated logarithm in Banach spaces
• On the arg max of a Gaussian process
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Fractional Brownian Motions, Fractional Noises and Applications
• Convergence of stochastic processes
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