A general approach to Bahadur-Kiefer representations for M-estimators

MaRDI QIDQ1376534zbMATH OpenFDO

Authors Miguel A. Arcones, David M. Mason

Publication date 10 June 1999

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

reproducing kernel Hilbert spaceM-estimatorsempirical processesBahadur-Kiefer representation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited in

(6)

• Almost sure representation for multivariate m-estimators
• Asymptotic representation of L-estimators and their relations to M-estimators
• Bahadur representation of \(M_m\) estimates
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
• On multivariate higher order von Mises expansions
• Some strong limit theorems for M-estimators

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