Moment convergence of M-estimators

DOI10.1111/J.1467-9574.2010.00469.XMaRDI QIDQ6573286FDOQ6573286

Authors: Yoichi Nishiyama 

Publication date: 16 July 2024

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

zbMATH Keywords

rate of convergencemoment convergence\(M\)-estimator

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Probability theory and stochastic processes (60-XX) Stochastic processes (60Gxx)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
• Title not available (Why is that?)

Cited In (1)

• Finite sample smeariness of Fréchet means with application to climate

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