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A general approach to Bahadur-Kiefer representations for \(M\)-estimators

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Publication:1376534
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zbMath0913.62011MaRDI QIDQ1376534

David M. Mason, Miguel A. Arcones

Publication date: 10 June 1999

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)


zbMATH Keywords

empirical processesM-estimatorsreproducing kernel Hilbert spaceBahadur-Kiefer representation


Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)


Related Items (2)

Some strong limit theorems for M-estimators ⋮ Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator




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