Almost sure representation for multivariate m-estimators

DOI10.1080/03610929408831382zbMath0825.62200OpenAlexW2050038205MaRDI QIDQ4843682

Gang Wang

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831382

zbMATH Keywords

robustnessBahadur representationinvariance principleS-estimatorM- estimatorlocation-scatter

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• On almost sure expansions for M-estimates
• Approximation Theorems of Mathematical Statistics
• Robust Estimation of a Location Parameter
• On Bahadur's Representation of Sample Quantiles

This page was built for publication: Almost sure representation for multivariate m-estimators