Bose, Arup (1998) Bahadur representation of Mm estimates Annals of Statistics, 26 (2). pp. 771-777. ISSN 0090-5364
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Abstract
We take a unified approach to asymptotic properties of Mm 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.
Item Type: | Article |
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Source: | Copyright of this article belongs to Institute of Mathematical Statistics. |
Keywords: | M Estimates; U Statistics; Asymptotic Normality; Bahadur Representation; Measures of Location; Measures of Dispersion; L1 Median; Oja Median; Lt Estimates; Hodges-Lehmann Estimate; Generalized Order Statistics; |
ID Code: | 68780 |
Deposited On: | 07 Nov 2011 04:28 |
Last Modified: | 07 Nov 2011 04:28 |
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