scientific article; zbMATH DE number 3874414

MaRDI QIDQ3339942zbMATH OpenFDO

Authors Jana Jurečková

Publication date 1983

zbMATH Keywords

asymptotic distributioninvariance principleM-estimator of locationrate of consistencysingular pointssymmetric densityweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

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Cited in

(13)

• \(L_{1}\) regression estimate and its bootstrap
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Distributional convergence of M-estimators under unusual rates
• M-estimation in linear models under nonstandard conditions.
• Limiting distributions for \(L_1\) regression estimators under general conditions
• \(L_1\)-estimation for the location parameters in stochastic volatility models
• Asymptotic expansions for the location invariant moment-type estimator
• Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
• Approach to normality of mean and M-estimators of location
• scientific article; zbMATH DE number 3967673 (Why is no real title available?)
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• The asymptotics for studentized K-Step M-Estimators of location
• Asymptotic relation of M-and P-estimators of location

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