Bahadur representation of M_m estimates

DOI10.1214/AOS/1028144859MaRDI QIDQ1807083zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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• A Note on Quantiles in Large Samples
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• Asymptotics for \(M\)-estimators defined by convex minimization
• Concavity and estimation
• Cube root asymptotics
• Descriptive statistics for multivariate distributions
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Law of the Iterated Logarithm and Invariance Principle for M-Estimators
• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• On Bahadur's Representation of Sample Quantiles
• On a Geometric Notion of Quantiles for Multivariate Data
• On a notion of data depth based on random simplices
• Robust Estimation of a Location Parameter
• The Bahadur-Kiefer representation for \(U\)-quantiles
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator

Cited in

(11)

• Generalized bootstrap for estimators of minimizers of convex functions
• Asymptotic distribution of the Kaplan-Meier U-statistics.
• The Bahadur Representation of the TTT-Transform
• Lasso with convex loss: model selection consistency and estimation
• Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
• Generalised bootstrap in non-regular M-estimation problems
• Consistency and asymptotic distribution of the Theil-Sen estimator
• Rank correlation estimators and their limiting distributions
• Modeling and backtesting systemic risk measures: the case of CoES
• Last passage times of minimum contrast estimators
• Limit joint distribution of U-statistics, M-estimates, and sample quantiles

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