Approach to normality of mean and M-estimators of location

DOI10.2307/3315150MaRDI QIDQ3707112zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315150

zbMATH Keywords

alternative proof of the central limit theoremderivative of the log densityM-estimators of locationnormal approximationsmall-sample asymptoticstail behavior

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12)

Recommendations

• A note on the uniform asymptotic normality of location M-estimates
• scientific article; zbMATH DE number 3874414
• On M-estimators and normal quantiles.
• Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods
• Estimates of the proximity of a distribution to the normal law
• scientific article; zbMATH DE number 7071325
• Asymptotic normality of M-estimates
• scientific article; zbMATH DE number 3980245

Cites work

• Exact saddlepoint approximations
• scientific article; zbMATH DE number 3540218 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for estimating equations
• Saddlepoint Approximations in Statistics
• Small sample asymptotic expansions for multivariate M-estimates
• Small-sample asymptotic distributions of M-estimators of location
• Tail-behavior of location estimators

Cited in

(4)

• On M-estimators and normal quantiles.
• Reasonable sample sizes for convergence to normality
• Probability distribution as a path and its action integral
• Special cases of second order Wiener germ approximations

This page was built for publication: Approach to normality of mean and M-estimators of location

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3707112)