Bahadur representation of Mm estimates

• 成果类型: Article
• 署名作者: Bose, A
• 署名单位: Indian Statistical Institute; Indian Statistical Institute Kolkata
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 771-777
• 关键词: LINEAR-REGRESSION; asymptotics; quantiles; notion

摘要

We take a unified approach to asymptotic properties of M-m estimates based on i.i.d. observations defined through the minimization of a real-valued criterion function of one or more variables. Our results are applicable to a host of location and scale estimators found in the literature.