\(M\)-estimation, convexity and quantiles

DOI10.1214/aos/1031833659zbMath0878.62037OpenAlexW1968877114MaRDI QIDQ1359408

Publication date: 15 January 1998

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

Full work available at URL: https://doi.org/10.1214/aos/1031833659

zbMATH Keywords

asymptotic normality L-estimators M-estimator multivariate quantile function M-parameter

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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