SOME STRONG LIMIT-THEOREMS FOR M-ESTIMATORS

被引：9

作者：

ARCONES, MA

机构：

[1] Department of Mathematics, University of Utah, Salt lake City

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 53卷 / 02期

基金：

美国国家科学基金会;

关键词：

M-ESTIMATOR; EMPIRICAL PROCESS; LAW OF THE ITERATED LOGARITHM; BAHADUR-KIEFER REPRESENTATION; L(P)-MEDIAN; REPRODUCING KERNEL HILBERT SPACE;

D O I：

10.1016/0304-4149(94)90066-3

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：

Some laws of the iterated logarithm for empirical processes rescaled in the ''time'' parameter are presented. These laws of the iterated logarithm are applied to obtain strong limit theorems for M-estimators. In particular, a law of the iterated logarithm for M-estimators with unusual rates of convergence (in particular with cubic root asymptotics) is considered. We also obtain some Bahadur-Kiefer representations for M-estimators with unusual order.

引用

页码：241 / 268

页数：28

共 17 条

[1]

Adler RJ, 1990, INTRO CONTINUITY EXT

[2] THE LAW OF THE ITERATED LOGARITHM FOR U-PROCESSES [J].