Small-sample asymptotic distributions of M-estimators of location

DOI10.1093/BIOMET/69.1.29zbMath0495.62025OpenAlexW2044247949MaRDI QIDQ3959269

Frank Hampel, C. A. Field

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/422557

zbMATH Keywords

large deviationarithmetic meancentral limit theoremEdgeworth expansionsaddlepoint methodconjugate distributionsPearson curveHuber-estimatorsmall-sample asymptotic distributions of M-estimators of location

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

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