On \(M\)-estimators and normal quantiles.
From MaRDI portal
Publication:1434011
DOI10.1214/aos/1059655910zbMath1041.62018OpenAlexW2032856356MaRDI QIDQ1434011
Publication date: 1 July 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1059655910
Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (2)
M-estimators for single-index model using B-spline ⋮ Quantile regression without the curse of unsmoothness
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymmetric Least Squares Estimation and Testing
- Relative deficiency of kernel type estimators of quantiles
- Uniqueness of the spatial median
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Asymptotic deviations between perturbed empirical and quantile processes
- Expectiles and \(M\)-quantiles are quantiles
- \(M\)-estimation, convexity and quantiles
- Unified estimators of smooth quantile and quantile density functions
- Nonparametric regression M-quantiles
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- Distribution-free consistency of kernel non-parametric M-estimators.
- On a Geometric Notion of Quantiles for Multivariate Data
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- M-quantiles
- Subsampling quantile estimators and uniformity criteria
- Asymptotic Theory of Least Absolute Error Regression
- Nonparametric Statistical Data Modeling
- Robust Estimation of a Location Parameter
- On the Asymptotic Distribution of Differentiable Statistical Functions
- Robust Statistics
This page was built for publication: On \(M\)-estimators and normal quantiles.