Bahadur representation of \(M_m\) estimates

DOI10.1214/aos/1028144859zbMath0929.62019OpenAlexW1989810336MaRDI QIDQ1807083

Arup Bose

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144859

zbMATH Keywords

asymptotic normalityBahadur representationgeneralized order statisticsOja medianHodges-Lehmann estimatemeasures of location\(M\) estimates\(U\) statisticsmeasures of dispersion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (8)

Generalised bootstrap in non-regular M-estimation problems ⋮ Generalized bootstrap for estimators of minimizers of convex functions ⋮ Rank correlation estimators and their limiting distributions ⋮ Unnamed Item ⋮ Last passage times of minimum contrast estimators ⋮ Consistency and asymptotic distribution of the Theil-Sen estimator ⋮ Lasso with convex loss: Model selection consistency and estimation ⋮ Asymptotic distribution of the Kaplan-Meier \(U\)-statistics.

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