Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
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Publication:1162770
DOI10.1016/0378-3758(81)90031-8zbMath0482.62027OpenAlexW2073022546MaRDI QIDQ1162770
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
invariance principleasymptotic equivalenceHodges-Lehmann estimatorasymptotic linearitymaximum likelihood type estimatorlinear rank statistics
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Functional limit theorems; invariance principles (60F17)
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Second-order linearity of the general signed-rank statistic, On sequentially adaptive asymptotically efficient rank statistics
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