A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (30)

Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
General m-esttmators and applications to bounded influence estimation for non-linear regression
Robust estimation in the multivariate normal model with variance components
A family of IDMRL tests with unknown turning point
Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
Distributions minimizing fisher information for scale in kolmogorov neighbourhoods
The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
Nonsmooth analysis and Fréchet differentiability of M-functionals
Robust estimation for nonparametric generalized regression
The bootstrap: Some large sample theory and connections with robustness
Asymptotic minimax properties of M-estimators of scale
Functional calculus and asymptotic theory for statistical analysis
Uniform asymptotics for robust location estimates when the scale is unknown
Testing whether failure rate changes its trend with unknown change points
Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
Asymptotic expected sensitivity function and its applications to measures of monotone association
On minimum cramer-von mises-norm parameter estimation
A family of test statistics for trend change in mean residual life with unknown turning point using censored data
Continuity and differentiability of regression M functionals
Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods
Influence functions applied to the estimation of mean rain rate
Robust estimators and probability integral transformations
On the normal approximations of \(V\)- and \(L\)-statistics
\(\sqrt n\)-consistent robust integration-based estimation
On the invariance principle for differentiable statistical functionals
Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions
A class ol qualitatively eobust estimates
On weighted randomly trimmed means
Distortion sensitivity of estimators of location
On the estimation of the influence curve

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