Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp

DOI10.1016/S0378-3758(99)00017-8zbMath0955.62022MaRDI QIDQ1125541

Miguel A. Arcones

Publication date: 27 February 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

fast rate of convergenceLp-estimatorsnon-regular estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items

Estimation of central shapes of error distributions in linear regression problems, General \(M\)-estimation and its bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic methods in statistical decision theory
• Distributional convergence of M-estimators under unusual rates
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Maximum likelihood estimation of translation parameter of truncated distribution. II
• Non-regular statistical estimation
• Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
• Maximum likelihood estimation in a class of nonregular cases
• L-Estimation for Linear Models
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
• Robust Statistics