Law of the Iterated Logarithm and Invariance Principle for M-Estimators (Q4318443)
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scientific article; zbMATH DE number 707111
Language | Label | Description | Also known as |
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English | Law of the Iterated Logarithm and Invariance Principle for M-Estimators |
scientific article; zbMATH DE number 707111 |
Statements
Law of the Iterated Logarithm and Invariance Principle for M-Estimators (English)
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9 February 1997
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Bahadur representation
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multivariate \(M\)-estimators
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robust \(M\)-estimators of multivariate location and scatter
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\(S\)-estimators
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law of the iterated logarithm
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strong invariance principle
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almost sure invariance principle
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