Asymptotic Expansions for M-Estimators.
CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
Pagination or Media Count:
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.
- Statistics and Probability