A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs

Annals of Statistics

Volumn 24, Issue 6, 1996, Pages 2608-2630

  He, Xuming ^a   Shao, Qi Man ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b UNIVERSITY OF OREGON   (United States)

Author keywords

Asymptotic approximation; Bahadur representation; Linear regression; M estimator; Minimum Lp distance estimators

Indexed keywords

EID: 0030343232     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032181172     Document Type: Article

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