Asymptotic representation ofM-estimators of location

DOI10.1080/02331888008801524MaRDI QIDQ3883312zbMATH OpenOpenAlexFDO

Authors Jana Jurečková

Publication date 1980

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888008801524

zbMATH Keywords

asymptotic representation of M-estimators of locationasymptotically bounded in probabilityweak convergence of processes

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited in

(8)

• Central limit theorem in the space D[0,1]
• Parameter estimation in smooth empirical processes
• Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
• Sequential procedures based on M-estimators with discontinuous score functions
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
• The Bahadur-Kiefer representation for \(U\)-quantiles
• Asymptotic representation of L-estimators and their relations to M-estimators
• Optimality of the least weighted squares estimator.

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