A remark on approximate M-estimators

DOI10.1016/S0167-7152(98)00038-8zbMATH Open0920.62029OpenAlexW1972872377MaRDI QIDQ1265982FDOQ1265982

Authors: Miguel A. Arcones 

Publication date: 21 September 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00038-8

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zbMATH Keywords

asymptotic normalityM-estimatorsLAD regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Robust Estimation of a Location Parameter
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• Cox's regression model for counting processes: A large sample study
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• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Least Absolute Deviations Curve-Fitting

Cited In (10)

• Parametric estimation with a class of \(M\)-estimators
• Fréchet change-point detection
• Title not available (Why is that?)
• New Insights Into the Statistical Properties of <inline-formula> <tex-math notation="LaTeX">$M$</tex-math> </inline-formula>-Estimators
• A Remark on Consistent Estimation
• Title not available (Why is that?)
• An approximation for analyzing a broad class of implicitly and explicitly defined estimators
• Asymptotics for \(M\)-estimators defined by convex minimization
• Title not available (Why is that?)
• A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains

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