Parametric estimation with a class of M-estimators

DOI10.3103/S106653070903003XMaRDI QIDQ2437877zbMATH OpenOpenAlexFDO

Authors F. Chebana

Publication date 10 March 2014

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

Full work available at URL https://doi.org/10.3103/s106653070903003x

zbMATH Keywords

\(M\)-estimators\(M\)-processesconsistencystochastic processesweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic Statistics
• Convergence of the optimal M-estimator over a parametric family of M-estimators
• Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 1827860 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On Profile Likelihood
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Optimal robust \(M\)-estimates of location
• Robust Estimation of a Location Parameter
• The 1972 Wald Lecture Robust Statistics: A Review
• Weak convergence and empirical processes. With applications to statistics

Cited in

(5)

• Convergence of the optimal M-estimator over a parametric family of M-estimators
• scientific article; zbMATH DE number 4030581 (Why is no real title available?)
• New Insights Into the Statistical Properties of <inline-formula> <tex-math notation="LaTeX">$M$</tex-math> </inline-formula>-Estimators
• Chapter 12: Solving Parameter Estimation Problems with SOCX
• \(M\)-processes and applications

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