The density of multivariate \(M\)-estimates.

DOI10.1214/aos/1016120373zbMath1106.62335OpenAlexW2051362865MaRDI QIDQ1848778

Anthony Almudevar, Chris Field, John Robinson

Publication date: 14 November 2002

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1016120373

zbMATH Keywords

point process\(M\)-estimatorIntensity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items

Nonparametric tests for multi-parameter \(M\)-estimators ⋮ The empirical saddlepoint estimator ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Higher order density approximations for solutions to estimating equations ⋮ Moderate deviations of minimum contrast estimators under contamination ⋮ Saddlepoint approximations and tests based on multivariate \(M\)-estimates. ⋮ Robust tests based on dual divergence estimators and saddlepoint approximations ⋮ PITMAN MEDAL ⋮ Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD

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