Second order asymptotic relations of M-estimators and R-estimators in two-sample location model

DOI10.1016/0378-3758(81)90031-8zbMath0482.62027OpenAlexW2073022546MaRDI QIDQ1162770

Jana Jureckova, Marie Hušková

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0378-3758(81)90031-8

zbMATH Keywords

invariance principleasymptotic equivalenceHodges-Lehmann estimatorasymptotic linearitymaximum likelihood type estimatorlinear rank statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)

Related Items

Second-order linearity of the general signed-rank statistic, On sequentially adaptive asymptotically efficient rank statistics

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