Asymptotic relation of M-and P-estimators of location

DOI10.1016/0167-9473(88)90006-0zbMATH Open0726.62040OpenAlexW1969376940MaRDI QIDQ804137FDOQ804137

Authors: Jan Hanousek 

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90006-0

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zbMATH Keywords

weak convergence of processesasymptotic linearitycontiguity of probability measuresHuber's functionM- estimatorP-estimatorPitman-like estimator

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Statistics
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Finite sample breakdown of M- and P-estimators

Cited In (5)

• The asymptotics for studentized K-Step M-Estimators of location
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
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