Bahadur representation of \(M_m\) estimates
type: Item
instance of: scholarly article
title: Bahadur representation of \(M_m\) estimates
zbMATH Open document ID: 0929.62019
author: Arup Bose
published in: The Annals of Statistics
publication date: 1999-11-09T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1359523
zbMATH Keywords: \(M\) estimates
zbMATH Keywords: \(U\) statistics
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Bahadur representation
zbMATH Keywords: measures of location
zbMATH Keywords: measures of dispersion
zbMATH Keywords: Oja median
zbMATH Keywords: Hodges-Lehmann estimate
zbMATH Keywords: generalized order statistics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1028144859
OpenAlex ID: W1989810336
cites work: The Bahadur-Kiefer representation for \(U\)-quantiles
cites work: Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
cites work: A Note on Quantiles in Large Samples
cites work: Q3051226
cites work: Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
cites work: On a Geometric Notion of Quantiles for Multivariate Data
cites work: Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
cites work: The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
cites work: Concavity and estimation
cites work: A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
cites work: Law of the Iterated Logarithm and Invariance Principle for M-Estimators
cites work: Asymptotic normality ofr-estimates in the linear model
cites work: Q4403580
cites work: Robust Estimation of a Location Parameter
cites work: Asymptotic relations of M-estimates and R-estimates in linear regression model
cites work: On Bahadur's Representation of Sample Quantiles
cites work: Cube root asymptotics
cites work: On a notion of data depth based on random simplices
cites work: A location estimator based on a U-statistic
cites work: Asymptotics for \(M\)-estimators defined by convex minimization
cites work: Descriptive statistics for multivariate distributions
cites work: Q3749928
cites work: Q4117205
DOI: 10.1214/AOS/1028144859
Recommended article: A general approach to Bahadur-Kiefer representations for \(M\)-estimators
Recommended article: Bahadur representations of M-estimators and their applications in general linear models
Recommended article: On the uniform Bahadur-Kiefer representation
Recommended article: Basmajian-type inequalities for maximal representations
Recommended article: An \(L^p\)-view of the Bahadur-Kiefer theorem
Recommended article: Q4315070
Recommended article: Q3361795
description: scientific article; zbMATH DE number 1359523