General \(M\)-estimation and its bootstrap

DOI10.1016/j.jkss.2012.02.004zbMath1296.62074OpenAlexW1995537304MaRDI QIDQ457623

Stephen M. S. Lee

Publication date: 29 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.004

zbMATH Keywords

Gaussian process\(M\)-estimation\(m\)-out-of-\(n\) bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• Some limit theorems for the empirical process indexed by functions
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
• Distributional convergence of M-estimators under unusual rates
• M-estimation in linear models under nonstandard conditions.
• Generalised bootstrap in non-regular M-estimation problems
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Nonparametric kernel regression subject to monotonicity constraints
• Weak convergence and empirical processes. With applications to statistics
• On the integrability of the martingale square function
• Estimation of the mode
• Uniform Central Limit Theorems
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• On the Bootstrap of the Maximum Score Estimator
• Estimating a Convex Function in Nonparametric Regression
• On the bootstrap in cube root asymptotics
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• Asymptotic distribution of regression M-estimators

This page was built for publication: General \(M\)-estimation and its bootstrap