M-estimators converging to a stable limit

DOI10.1006/jmva.1999.1886zbMath0981.62046OpenAlexW1984632548MaRDI QIDQ1587359

Miguel A. Arcones

Publication date: 26 March 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1886

zbMATH Keywords

asymptotic normalityM-estimatorsstable distributionsdelta methodlimit distributionbracketingVC

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

Expectile asymptotics ⋮ Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions ⋮ Statistical Inference for Expectile‐based Risk Measures ⋮ Asymptotic distribution of regression M-estimators ⋮ Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes

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