Bahadur representation of M-m estimates

Authors
Bose, A
Citation
A. Bose, Bahadur representation of M-m estimates, ANN STATIST, 26(2), 1998, pp. 771-777
Citations number
29
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
26
Issue
2
Year of publication
1998
Pages
771 - 777
Database
ISI
SICI code
0090-5364(199804)26:2<771:BROME>2.0.ZU;2-V
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 cr iterion function of one or more variables. Our results are applicable to a host of location and scale estimators found in the literature.