Expansions for the distribution ofM-estimates with applications to the Multi-Tone problem

DOI10.1051/ps/2009012zbMath1395.62029OpenAlexW2120062939MaRDI QIDQ4918485

Christopher S. Withers, Saralees Nadarajah

Publication date: 25 April 2013

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2009012

zbMATH Keywords

maximum likelihoodbiasskewnessEdgeworth expansion\(M\)-estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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