ASYMPTOTICS FOR M-ESTIMATORS DEFINED BY CONVEX MINIMIZATION

被引：52

作者：

NIEMIRO, W

机构：

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 03期

关键词：

M-ESTIMATION; CONVEX MINIMIZATION; ASYMPTOTICS; LEAST ABSOLUTE DEVIATIONS; BAHADUR REPRESENTATION;

D O I：

10.1214/aos/1176348782

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：

We consider M-estimators defined by minimization of a convex criterion function, not necessarily smooth. Our asymptotic results generalize some of those concerning the LAD estimators. We establish a Bahadur-type strong approximation and bounds on the rate of convergence.

引用

页码：1514 / 1533

页数：20

共 25 条

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