Asymptotics for \(M\)-estimators defined by convex minimization

DOI10.1214/aos/1176348782zbMath0786.62040OpenAlexW1998834955MaRDI QIDQ1206721

Wojciech Niemiro

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348782

zbMATH Keywords

Bahadur representation\(M\)-estimatorconvex minimizationHölder conditionleast absolute deviationsaccuracy of approximationBahadur-type strong approximationbounds on the rate of convergenceLAD estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

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