Bahadur representation of $M\sb m$ estimates
Bose, Arup
Ann. Statist., Tome 26 (1998) no. 3, p. 771-777 / Harvested from Project Euclid
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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.
Publié le : 1998-04-14
Classification:  $M$ estimates,  $U$ statistics,  asymptotic normality,  Bahadur representation,  measures of location,  measures of dispersion,  $L^1$ median,  Oja median,  $L^t$ estimates,  Hodges-Lehmann estimate,  generalized order statistics,  62F12,  60F05,  60F10,  60F15,  62E20,  62F10,  62G30,  62G35,  62H10,  62H12,  62J05 
@article{1028144859,
     author = {Bose, Arup},
     title = {Bahadur representation of $M\sb m$ estimates},
     journal = {Ann. Statist.},
     volume = {26},
     number = {3},
     year = {1998},
     pages = { 771-777},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1028144859}
}

Bose, Arup. Bahadur representation of $M\sb m$ estimates. Ann. Statist., Tome 26 (1998) no. 3, pp.  771-777. http://gdmltest.u-ga.fr/item/1028144859/