Convergence of the optimal M-estimator over a parametric family of M-estimators
Year of publication: |
2005
|
---|---|
Authors: | Arcones, Miguel |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 14.2005, 1, p. 281-315
|
Publisher: |
Springer |
Subject: | M-estimators |
-
A Note on Unit Root Tests with Infinite Variance Noise
Samarakoon, D. M. Mahinda, (2009)
-
Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
Uchida, Masayuki, (2004)
-
A Computational Implementation of GMM
Gao, Jiti, (2014)
- More ...
-
On the asymptotic accuracy of the bootstrap under arbitrary resampling size
Arcones, Miguel, (2003)
-
Large deviations for M-estimators
Arcones, Miguel, (2006)
-
The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians
Arcones, Miguel, (1998)
- More ...