A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs

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DOI10.1214/aos/1032181172zbMath0867.62012OpenAlexW2035564857MaRDI QIDQ1354473

Xuming He, Qui-Man Shao

Publication date: 3 August 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032181172

zbMATH Keywords

regression quantiles asymptotic approximation \(M\)-estimators error rates bounded influence GM-estimators minimum Lp-distance estimators strong Bahadur representations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Strong limit theorems (60F15)

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