Edgeworth expansions for \(M\)-estimators of a regression parameter

DOI10.1016/0047-259X(92)90112-SzbMath0754.62050OpenAlexW2075844601MaRDI QIDQ1201117

Soumendra Nath Lahiri

Publication date: 17 January 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90112-s

zbMATH Keywords

regularity conditionslocation modelEdgeworth expansionssmoothnesssimple linear regression modelnonsmooth score functionsrobust \(M\)-estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (3)

Edgeworth expansions for \(M\)-estimators of a regression parameter ⋮ The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS

Cites Work

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• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Edgeworth expansions for \(M\)-estimators of a regression parameter
• On the validity of the formal Edgeworth expansion
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Asymptotic expansions related to minimum contrast estimators
• Robust Multiple Comparisons
• Probability Inequalities for Sums of Bounded Random Variables
• Probability Inequalities for Sums of Independent Random Variables
• Robust Statistics

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