Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation

DOI10.1214/aos/1176349744zbMath0601.62026OpenAlexW2022115022MaRDI QIDQ1081230

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aos/1176349744

zbMATH Keywords

weak convergence robustness consistency asymptotic normality regression parameters M-estimator general linear model uniform normal approximation asymptotic chi square distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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