Approximations for marginal densities of M‐estimators (Q4855334)

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scientific article; zbMATH DE number 814651
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Approximations for marginal densities of M‐estimators
scientific article; zbMATH DE number 814651

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    Approximations for marginal densities of M‐estimators (English)
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    20 March 1996
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    saddle-point approximation
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    marginal density
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    \(M\)-estimator
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    regression
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    finite-sample properties
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