The density of multivariate M-estimates.

DOI10.1214/AOS/1016120373MaRDI QIDQ1848778zbMATH OpenOpenAlexFDO

Authors Anthony Almudevar, Chris Field, John Robinson

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

\(M\)-estimatorIntensitypoint process

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3641625 (Why is no real title available?)
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• Large deviation and other results for minimum contrast estimators
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• On the density of minimum contrast estimators
• Robust Estimation of a Location Parameter
• Robust Statistics
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
• Small sample asymptotic expansions for multivariate M-estimates

Cited in

(14)

• 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.
• Saddlepoint tests for accurate and robust inference on overdispersed count data
• Penalized unimodal spline density estimation with application to \(M\)-estimation
• The empirical saddlepoint estimator
• Nonparametric tests for multi-parameter \(M\)-estimators
• 2008 Pitman Medal
• scientific article; zbMATH DE number 123861 (Why is no real title available?)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• scientific article; zbMATH DE number 854192 (Why is no real title available?)
• Relative error accurate statistic based on nonparametric likelihood
• Higher order density approximations for solutions to estimating equations
• Robust tests based on dual divergence estimators and saddlepoint approximations

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