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Volumn 11, Issue 2, 2002, Pages 465-500

Moderate deviations for M-estimators

Author keywords

M estimators; Maximum likelihood estimators; Moderate deviations

Indexed keywords


EID: 0036985840     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02595717     Document Type: Article
Times cited : (11)

References (21)
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  • 2
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    • ARCONES, M. A. (2001). The large deviation principle of empirical processes. Technical report, Department of Mathematical Sciences, Binghamton University, Binghamton, NY.
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    • Arcones, M.A.1
  • 6
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    • Moderate deviations for the maximum likelihood estimator
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    • Gao, F.1
  • 7
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    • Some limit theorems for empirical processes
    • GINÉ E. and ZINN, J. (1984). Some limit theorems for empirical processes. Annals of Probability, 12:929-989.
    • (1984) Annals of Probability , vol.12 , pp. 929-989
    • Giné, E.1    Zinn, J.2
  • 8
    • 0001654333 scopus 로고
    • Note on the median of a multivariate distribution
    • HALDANE, S. J. (1948). Note on the median of a multivariate distribution. Biometrika, 35:414-415.
    • (1948) Biometrika , vol.35 , pp. 414-415
    • Haldane, S.J.1
  • 11
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • HUBER, P. J. (1964). Robust estimation of a location parameter. Annals of Mathematical Statistics, 35:73-101.
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  • 15
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    • (1998) Theory of Point Estimation
    • Lehmann, E.L.1    Casella, G.2
  • 16
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    • On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
    • MÄKELÄINEN, T., SCHMIDT, K., and STYAN, G. P. H. (1981). On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples. Annals of Statistics, 9:758-767.
    • (1981) Annals of Statistics , vol.9 , pp. 758-767
    • Mäkeläinen, T.1    Schmidt, K.2    Styan, G.P.H.3
  • 19
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    • The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators
    • PORTNOY, S. and KOENKER, R. (1997). The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. Statistical Science, 12:279-300.
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    • Portnoy, S.1    Koenker, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.