Asymptotic and Finite-Sample Properties in Statistical Estimation

DOI10.1007/978-1-4939-3076-0_20zbMath1365.62091OpenAlexW2483106613MaRDI QIDQ5272957

Jana Jureckova

Publication date: 5 July 2017

Published in: Asymptotic Laws and Methods in Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-3076-0_20

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Cites Work

• Finite-sample density and its small sample asymptotic approximation
• Finite-sample distribution of regression quantiles
• Tail-behavior of location estimators
• Breakdown points and variation exponents of robust \(M\)-estimators in linear models
• Tail behavior of the least-squares estimator
• Finite sample tail behavior of multivariate location estimators
• Trimmed, Bayesian and admissible estimators
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Tail Behavior of Regression Estimators and their Breakdown Points
• Finite sample tail behaviour of hodges-lehmann type estimators
• On extreme regression quantiles
• Finite sample tail behavior of the multivariate trimmed mean based on Tukey-Donoho halfspace depth
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