On almost sure expansions for M-estimates
From MaRDI portal
Publication:1245544
DOI10.1214/aos/1176344126zbMath0376.62034MaRDI QIDQ1245544
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344126
Related Items
Almost sure representation for multivariate m-estimators, Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves, \(M\)-estimation of linear models with dependent errors, Fast and robust bootstrap, Parameter estimation in smooth empirical processes, Some asymptotic distributions in the location-scale model, Weak convergence of bounded influence regression estimates with applications to repeated significance testing, A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform, A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs, Estimating the \(p\)-values of robust tests for the linear model, Breakdown theory for bootstrap quantiles, Functional calculus and asymptotic theory for statistical analysis, The Bahadur-Kiefer representation for \(U\)-quantiles, Bootstrapping robust estimates of regression, Uniform asymptotics for robust location estimates when the scale is unknown, Sequential confidence intervals based on generalized m-statistics, Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point, Estimating the variances of robust estimators of location: influence curve, jackknife and bootstrap, Using biweight m-estimates in the two-sample problem part 1: symmetric populations