STATISTICAL EXPANSIONS AND LOCALLY UNIFORM FRECHET DIFFERENTIABILITY

被引：11

作者：

BEDNARSKI, T ^{[1
]}

CLARKE, BR ^{[1
]}

KOLKIEWICZ, W ^{[1
]}

机构：

[1] MURDOCH UNIV,MURDOCH,WA 6150,AUSTRALIA

来源：

JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES A-PURE MATHEMATICS AND STATISTICS | 1991年 / 50卷

关键词：

D O I：

10.1017/S1446788700032572

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Frechet differentiable. Other conditions for M-functionals to be locally uniformly Frechet differentiable are given. An example of a commonly used estimator which is robust against outliers is given to illustrate that the locally uniform expansion need not be valid.

引用

页码：88 / 97

页数：10

共 16 条

[1]

BEDNARSKI T, 1985, PROBABILITY MATH STA, V6, P121

[2] MINIMUM HELLINGER DISTANCE ESTIMATES FOR PARAMETRIC MODELS [J].