On inconsistent M-estimators
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Publication:1169991
DOI10.1214/aos/1176345786zbMath0496.62034OpenAlexW1995488135MaRDI QIDQ1169991
David Freedman, Persi Diaconis
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345786
consistencyconvexityrobust estimationmulti-modal distributionspsi functionsM-estimators of locationinconsistent M-estimators
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
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