DISTRIBUTIONAL CONVERGENCE OF M-ESTIMATORS UNDER UNUSUAL RATES

被引：7

作者：

ARCONES, MA ^{[1
]}

机构：

[1] UNIV UTAH,DEPT MATH,SALT LAKE CITY,UT 84112

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 21卷 / 04期

基金：

美国国家科学基金会;

关键词：

M-ESTIMATOR; EMPIRICAL PROCESS; RATE OF CONVERGENCE; LP-MEDIAN;

D O I：

10.1016/0167-7152(94)00013-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Usually the rate of convergence of M-estimators is n1/2. Kim and Pollard (1990) showed that several estimators have a rate of convergence n1/3. Here, we will see that other rates are also possible. This is applied to the study of the convergence of the L(p)-medians for 0 < p less-than-or-equal-to 1/2.

引用

页码：271 / 280

页数：10

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