Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators

zbMath0585.62058MaRDI QIDQ1070698

B. George

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityL-estimatorsM-estimatorsdistribution functionrobust estimatorsempirical distributionminimum distance estimatorscensored survival datacompact derivativeR-estimatorscumulativedata grouped by quantilesderivatives of statistical functionalsone-sample problems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Delta method for long-range dependent observations ⋮ Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions ⋮ Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators ⋮ Asymptotic distribution theory for general statistical functionals

Cites Work

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