Nonsmooth analysis and Fréchet differentiability of M-functionals

DOI10.1007/BF00339936zbMath0581.60005MaRDI QIDQ1067681

Brenton R. Clarke

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

robustnessasymptotic normalitystatistical functionalsGlivenko-Cantellistatistical expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability measures on topological spaces (60B05)

Related Items (18)

Robust GMM tests for structural breaks ⋮ Uniform asymptotics for robust location estimates when the scale is unknown ⋮ On the convergence of Newton's method when estimating higher dimensional parameters ⋮ Robust estimation of parameters in a mixed unbalanced model ⋮ Robust estimation in the multivariate normal model with variance components ⋮ Robust inference by influence functions ⋮ Bootstrapping analogs of the two-sample hotelling’s T² test ⋮ Bootstrapping analogs of the one way MANOVA test ⋮ Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination ⋮ Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Fréchet and robust statistics ⋮ Higher-Order Infinitesimal Robustness ⋮ Robust inference with GMM estimators ⋮ Statistical Inference for Expectile‐based Risk Measures ⋮ A Central Limit Theorem for M‐estimators by the von Mises Method ⋮ Privacy-Preserving Parametric Inference: A Case for Robust Statistics

Cites Work

• Unnamed Item
• Von Mises calculus for statistical functionals
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• Estimated sampling distributions: The bootstrap and competitors
• Optimization and nonsmooth analysis
• Small-sample asymptotic distributions of M-estimators of location
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Robust Statistics

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