Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719)
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scientific article; zbMATH DE number 757546
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| English | Bahadur-Kiefer representations for GM-estimators in autoregression models |
scientific article; zbMATH DE number 757546 |
Statements
Bahadur-Kiefer representations for GM-estimators in autoregression models (English)
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23 May 1995
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Freedman inequality
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generalized \(M\)-estimators
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Huber \((k)\) estimators
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strong consistency
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autoregression
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score function
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rate of convergence
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Bahadur-Kiefer type representations
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least square
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least absolute deviation
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0.8240167498588562
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0.7982240915298462
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0.7939413189888
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0.791497528553009
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