Small sample asymptotic expansions for multivariate M-estimates

DOI10.1214/aos/1176345864zbMath0515.62024OpenAlexW2014952666MaRDI QIDQ1052001

J. Blot

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345864

zbMATH Keywords

Taylor expansionlocal approximationsrobust estimationmultivariate Edgeworth expansiondirect and indirect Edgeworth expansionsmultivariate M-estimatessaddlepoint techniquesmall sample asymptotic expansionsstudentizing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

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