Law of the Iterated Logarithm and Invariance Principle for M-Estimators (Q4318443)

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scientific article; zbMATH DE number 707111
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Law of the Iterated Logarithm and Invariance Principle for M-Estimators
scientific article; zbMATH DE number 707111

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    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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