Almost sure representation for multivariate m-estimators

DOI10.1080/03610929408831382MaRDI QIDQ4843682zbMATH OpenOpenAlexFDO

Authors Gang Wang

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929408831382

zbMATH Keywords

Bahadur representationinvariance principlelocation-scatterM- estimatorrobustnessS-estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• On almost sure expansions for M-estimates
• On Bahadur's Representation of Sample Quantiles
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Robust Estimation of a Location Parameter
• Robust m-estimators of multivariate location and scatter

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• Law of the Iterated Logarithm and Invariance Principle for M-Estimators
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• On multivariate higher order von Mises expansions

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