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

zbMATH Open0913.62011MaRDI QIDQ1376534FDOQ1376534

Authors: Miguel A. Arcones, David M. Mason 

Publication date: 10 June 1999

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

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• Bahadur representation of \(M_m\) estimates
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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)

Cited In (6)

• Some strong limit theorems for M-estimators
• 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
• Almost sure representation for multivariate m-estimators
• Asymptotic representation of L-estimators and their relations to M-estimators
• Bahadur representation of \(M_m\) estimates

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