Asymptotic normality and confidence region for Catoni's Z estimator
Author:
Affiliation:
1. Department of Mathematics, Faculty of Science and Technology University of Macau Taipa Macau China
2. UMacau Zhuhai Research Institute Zhuhai China
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/sta4.495
Reference18 articles.
1. Challenging the empirical mean and empirical variance: A deviation study
2. A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)
3. Probability
4. Hjort N. L. &Pollard D.(2011).Asymptotics for minimisers of convex processes. arXiv preprint arXiv:1107.3806.
5. Robust Estimation of a Location Parameter
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