Abstract
The asymptotic properties of fixed-scale as well as studentized M-estimators in linear models with fixed carriers are studied. A two term von Mises expansion (second order asymptotic representation) is derived and verified. Possible applications of this result are shortly discussed.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2808379
Digital Object Identifier: 10.1214/10-IMSCOLL719
Subjects:
Primary:
62G05
Secondary:
62F05
Keywords:
Empirical processes
,
M-estimator
Rights: Copyright © 2010, Institute of Mathematical Statistics
