Asymptotic relation of M-and P-estimators of location

DOI10.1016/0167-9473(88)90006-0MaRDI QIDQ804137zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(5)

• The asymptotics for studentized K-Step M-Estimators of location
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• scientific article; zbMATH DE number 3874414 (Why is no real title available?)
• scientific article; zbMATH DE number 3844823 (Why is no real title available?)
• scientific article; zbMATH DE number 3960769 (Why is no real title available?)

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