Asymptotic distribution of regression M-estimators

Author:

Arcones Miguel A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. Central limit theorems for stochastic processes under random entropy conditions;Alexander;Probab. Theory Related Fields,1987

2. Distributional convergence of M-estimators under unusual rates;Arcones;Statist. Probab. Lett.,1994

3. Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions;Arcones;Electron. J. Probab.,1999

4. M-estimators converging to a stable limit;Arcones;J. Multivariate Anal.,2000

5. Asymptotic theory of least distance estimate in multivariate linear models;Bai;Statistics,1990

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