Author:
Bednarski T.,Clarke B. R.,Kolkiewicz W.
Abstract
AbstractEstimators 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 Fréchet differentiable. Other conditions for M-functionals to be locally uniformly Fréchet 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.
Publisher
Cambridge University Press (CUP)
Subject
General Mathematics,Statistics and Probability
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