Approach to normality of mean and M-estimators of location

DOI10.2307/3315150zbMath0584.62044OpenAlexW2024169689MaRDI QIDQ3707112

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Publication date: 1985

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315150

zbMATH Keywords

tail behaviornormal approximationM-estimators of locationsmall-sample asymptoticsalternative proof of the central limit theoremderivative of the log density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

Related Items (2)

Probability distribution as a path and its action integral ⋮ Special cases of second order Wiener germ approximations

Cites Work

• Small sample asymptotic expansions for multivariate M-estimates
• Tail-behavior of location estimators
• Saddlepoint approximations for estimating equations
• Exact saddlepoint approximations
• Saddle point approximation for the distribution of the sum of independent random variables
• Small-sample asymptotic distributions of M-estimators of location
• Saddlepoint Approximations in Statistics
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