On the asymptotic relation between L-estimators and M-estimators and their asymptotic efficiency relative to the Cramer-Rao lower bound

DOI10.1214/aos/1176346172zbMath0526.62038OpenAlexW2076311577MaRDI QIDQ594506

van Eeden, Constance

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346172

zbMATH Keywords

L-estimatorsM-estimatorsCramer-Rao lower boundasymptotic relations between estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (3)

Comparison of efficientL- andR-estimators of location ⋮ Asymptotic representation of L-estimators and their relations to M-estimators ⋮ Asymptotic relations between L- and M-estimators in the linear model

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