Rates of convergence of L_p-estimators for a density with an infinity cusp

DOI10.1016/S0378-3758(99)00017-8zbMATH Open0955.62022MaRDI QIDQ1125541FDOQ1125541

Authors: Miguel A. Arcones 

Publication date: 27 February 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Recommendations

• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• scientific article; zbMATH DE number 3962959
• Second order asymptotic optimality of estimators for a density with finite cusps
• Distributional convergence of M-estimators under unusual rates

zbMATH Keywords

fast rate of convergenceLp-estimatorsnon-regular estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• L-Estimation for Linear Models
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• Maximum likelihood estimation of translation parameter of truncated distribution. II
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
• Non-regular statistical estimation
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• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions

Cited In (4)

• Estimates of the rate of approximation in the CLT for $L_1$-norm of density estimators
• General \(M\)-estimation and its bootstrap
• Estimation of central shapes of error distributions in linear regression problems
• Distributional convergence of M-estimators under unusual rates

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