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April 1998 Bahadur representation of $M\sb m$ estimates
Arup Bose
Ann. Statist. 26(2): 771-777 (April 1998). DOI: 10.1214/aos/1028144859

Abstract

We take a unified approach to asymptotic properties of $M_m$ estimates based on i.i.d. observations defined through the minimization of a real-valued criterion function of one or more variables. Our results are applicable to a host of location and scale estimators found in the literature.

Citation

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Arup Bose. "Bahadur representation of $M\sb m$ estimates." Ann. Statist. 26 (2) 771 - 777, April 1998. https://doi.org/10.1214/aos/1028144859

Information

Published: April 1998
First available in Project Euclid: 31 July 2002

zbMATH: 0929.62019
MathSciNet: MR1626020
Digital Object Identifier: 10.1214/aos/1028144859

Subjects:
Primary: 62F12
Secondary: 60F05 , 60F10 , 60F15 , 62E20 , 62F10 , 62G30 , 62G35 , 62H10 , 62H12 , 62J05

Keywords: $L^1$ median , $L^t$ estimates , $M$ estimates , $U$ statistics , asymptotic normality , Bahadur representation , generalized order statistics , Hodges-Lehmann estimate , measures of dispersion , measures of location , Oja median

Rights: Copyright © 1998 Institute of Mathematical Statistics

Vol.26 • No. 2 • April 1998
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