Law of the Iterated Logarithm and Invariance Principle for M-Estimators
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Publication:4318443
DOI10.2307/2160915zbMath0855.62017OpenAlexW4252663054MaRDI QIDQ4318443
Publication date: 9 February 1997
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2160915
Bahadur representationlaw of the iterated logarithmstrong invariance principlealmost sure invariance principle\(S\)-estimatorsmultivariate \(M\)-estimatorsrobust \(M\)-estimators of multivariate location and scatter
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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