Stable Asymptotics for M-estimators
ContributorsLa Vecchia, Davide
Published inInternational statistical review, no. april, p. 1-24
Publication date2015
Abstract
Keywords
- Edgeworth expansion
- Empirical likelihood
- Higher-order
- Infinitesimal robustness
- P-value
- Redescending M-estimator
- Relative error
- Saddlepoint techniques
- Von Mises expansion
Affiliation entities
Citation (ISO format)
LA VECCHIA, Davide. Stable Asymptotics for M-estimators. In: International statistical review, 2015, n° april, p. 1–24. doi: 10.1111/insr.12102
Main files (2)
Article (Published version)
Article (Accepted version)
Identifiers
- PID : unige:75148
- DOI : 10.1111/insr.12102
ISSN of the journal0306-7734