Accession Number:

AD0768367

Title:

Asymptotic Expansions for M-Estimators.

Descriptive Note:

Doctoral thesis,

Corporate Author:

CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-09-11

Pagination or Media Count:

72.0

Abstract:

An asymptotic expansion for the distribution of M-estimators in the case of scale known, but with different basic assumptions, so as to include some of the M-estimators originally proposed. Also, a formal expansion for the case of scale unknown. Finally, several numerical results comparing, in part, values obtained with the Monte Carlo results of work done in Princeton.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE