The density of multivariate \(M\)-estimates.

DOI10.1214/aos/1016120373zbMath1106.62335MaRDI QIDQ1848778

John Robinson, Anthony Almudevar, Chris Field

Publication date: 14 November 2002

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1016120373

zbMATH Keywords

point process; \(M\)-estimator; Intensity

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

Related Items

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001, Robust tests based on dual divergence estimators and saddlepoint approximations, Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy, Moderate deviations of minimum contrast estimators under contamination, Saddlepoint approximations and tests based on multivariate \(M\)-estimates.

Cites Work

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• Robust Statistics