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MU-estimation and smoothing

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Publication:5933448
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DOI10.1006/jmva.2000.1916zbMath1180.62082OpenAlexW2023152812MaRDI QIDQ5933448

Z. J. Liu, C. Radhakrishna Rao

Publication date: 16 May 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1916


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)




Cites Work

  • Unnamed Item
  • On a notion of data depth based on random simplices
  • Descriptive statistics for multivariate distributions
  • Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
  • Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
  • On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
  • A Smoothed Maximum Score Estimator for the Binary Response Model
  • Bootstrap Methods for Median Regression Models
  • Robust Estimation of a Location Parameter
  • A Note on Quantiles in Large Samples
  • On Bahadur's Representation of Sample Quantiles
  • A Class of Statistics with Asymptotically Normal Distribution
  • Convergence of stochastic processes
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