Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination

DOI10.1080/02331888308802397zbMath0808.62029OpenAlexW2011837747MaRDI QIDQ4324717

Witold J. Florczak

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802397

zbMATH Keywords

stochastic expansionsinfinitesimal neighbourhoodone-step version of an \(M\)-estimatorstrongly consistent initial estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Unnamed Item
• Nonsmooth analysis and Fréchet differentiability of M-functionals
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• A differential for L-statistics
• Estimates derived from robust tests
• A robust asymptotic testing model
• Approximation Theorems of Mathematical Statistics
• Robust Estimates of Location: Symmetry and Asymmetric Contamination

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