Expansions for the distribution ofM-estimates with applications to the Multi-Tone problem

DOI10.1051/PS/2009012MaRDI QIDQ4918485zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 25 April 2013

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2009012

zbMATH Keywords

\(M\)-estimatesbiasEdgeworth expansionmaximum likelihoodskewness

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cited in

(1)

• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models

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