Bahadur representation of M_m estimates

DOI10.1214/AOS/1028144859zbMATH Open0929.62019OpenAlexW1989810336MaRDI QIDQ1807083FDOQ1807083

Arup Bose

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1028144859

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• A general approach to Bahadur-Kiefer representations for \(M\)-estimators
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• Basmajian-type inequalities for maximal representations
• An \(L^p\)-view of the Bahadur-Kiefer theorem
• scientific article; zbMATH DE number 699490
• scientific article

zbMATH Keywords

asymptotic normalityBahadur representationgeneralized order statisticsOja medianHodges-Lehmann estimatemeasures of location\(M\) estimates\(U\) statisticsmeasures of dispersion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Robust Estimation of a Location Parameter
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• On a Geometric Notion of Quantiles for Multivariate Data
• Title not available (Why is that?)
• Concavity and estimation
• On a notion of data depth based on random simplices
• Descriptive statistics for multivariate distributions
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• Cube root asymptotics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Asymptotic normality ofr-estimates in the linear model
• Title not available (Why is that?)
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Law of the Iterated Logarithm and Invariance Principle for M-Estimators
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Title not available (Why is that?)
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• Asymptotics for \(M\)-estimators defined by convex minimization
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• The Bahadur-Kiefer representation for \(U\)-quantiles
• A location estimator based on a U-statistic

Cited In (10)

• Generalized bootstrap for estimators of minimizers of convex functions
• The Bahadur Representation of the TTT-Transform
• Asymptotic distribution of the Kaplan-Meier \(U\)-statistics.
• Generalised bootstrap in non-regular M-estimation problems
• Consistency and asymptotic distribution of the Theil-Sen estimator
• Rank correlation estimators and their limiting distributions
• Lasso with convex loss: Model selection consistency and estimation
• Last passage times of minimum contrast estimators
• Title not available (Why is that?)
• Limit joint distribution of \(U\)-statistics, \(M\)-estimates, and sample quantiles

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