Approximations for marginal densities of M‐estimators (Q4855334)
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scientific article; zbMATH DE number 814651
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| English | Approximations for marginal densities of M‐estimators |
scientific article; zbMATH DE number 814651 |
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Approximations for marginal densities of M‐estimators (English)
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20 March 1996
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saddle-point approximation
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marginal density
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\(M\)-estimator
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regression
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finite-sample properties
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0.8289317488670349
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0.8184754848480225
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0.8184754848480225
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