Asymptotic representation of L-estimators and their relations to M-estimators

DOI10.1080/07474948608836108zbMath0614.62051OpenAlexW2033656264MaRDI QIDQ4721405

Jana Jureckova

Publication date: 1986

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948608836108

zbMATH Keywords

linear combination of order statisticsstudentizationM- estimatorBahadur-type representationL-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Adaptive choice of trimming proportions ⋮ Computational aspects of adaptive combination of least squares and least absolute deviations estimators ⋮ Asymptotic relations between L- and M-estimators in the linear model

Cites Work

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• A Note on Quantiles in Large Samples
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• An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
• On Some Robust Estimates of Location
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Functions of Order Statistics
• Robust Statistics

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