Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bahadur-Kiefer representations for GM-estimators in autoregression models |
scientific article |
Statements
Bahadur-Kiefer representations for GM-estimators in autoregression models (English)
0 references
23 May 1995
0 references
Freedman inequality
0 references
generalized \(M\)-estimators
0 references
Huber \((k)\) estimators
0 references
strong consistency
0 references
autoregression
0 references
score function
0 references
rate of convergence
0 references
Bahadur-Kiefer type representations
0 references
least square
0 references
least absolute deviation
0 references
0 references
0 references