A second-order asymptotic distributional representation of M-estimators with discontinuous score functions

DOI10.1214/aop/1176992174zbMath0635.62017OpenAlexW2060253807MaRDI QIDQ1097600

Pranab Kumar Sen, Jana Jureckova

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aop/1176992174

zbMATH Keywords

jump discontinuitiesdiscontinuous score functionsnondecreasing score function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35) Functional limit theorems; invariance principles (60F17)

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Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves ⋮ A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs ⋮ Some results on generalized regression quantiles ⋮ Sequential confidence intervals based on generalized m-statistics ⋮ Efficiency and robustness of a resampling \(M\)-estimator in the linear model ⋮ Effect of the initial estimator on the asymptotic behavior of one-step M- estimator ⋮ The Bahadur-Kiefer representation for \(U\)-quantiles ⋮ Unnamed Item ⋮ Unnamed Item

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