Accession Number:

ADA050378

Title:

On the Asymptotic Distribution of Multivariate M-Estimates.

Descriptive Note:

Interim rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1977-09-01

Pagination or Media Count:

16.0

Abstract:

The asymptotic distribution of multivariate M-estimates is studied. It is shown that, in general, consistency leads to asymptotic normality and a law of the iterated logarithm. The results are used to compute via matrix drivatives the asymptotic distribution of a class of estimates.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE