A Central Limit Theorem for M‐estimators by the von Mises Method

DOI10.1111/J.1467-9574.1992.TB01335.XzbMath0768.62018OpenAlexW2098651555WikidataQ124258395 ScholiaQ124258395MaRDI QIDQ4696596

Richard D. Gill, C. C. Heesterman

Publication date: 29 June 1993

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/1555

zbMATH Keywords

asymptotic normalityempirical distribution function\(M\)-estimatorsdelta-methodvon Mises functionalsHadamard differentiationmaximum likelihood type estimatorscompact differentiation

Mathematics Subject Classification ID

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

Related Items (4)

The blockwise bootstrap for general empirical processes of stationary sequences ⋮ On the estimation of the influence curve ⋮ Statistical Inference for Expectile‐based Risk Measures ⋮ Delta method in large deviations and moderate deviations for estimators

Cites Work

• Unnamed Item
• Nonsmooth analysis and Fréchet differentiability of M-functionals
• Uniform Donsker classes of functions
• On the central limit theorem for sample continuous processes
• Robust Estimation of a Location Parameter

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