A Berry–Esséen Bound for M‐estimators

DOI10.1111/1467-9469.00076zbMath0921.62032OpenAlexW1975140447MaRDI QIDQ4376537

Friedrich Götze, Mindaugas Bloznelis, Vidmantas Bentkus

Publication date: 3 October 1999

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00076

zbMATH Keywords

M-estimatorsBerry-Esseen boundsHuber's estimator of location

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (5)

Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Distributed statistical estimation and rates of convergence in normal approximation ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation

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