Distributional convergence of M-estimators under unusual rates

Miguel A. Arcones

Statistics & Probability Letters, 1994, vol. 21, issue 4, 271-280

Abstract: Usually the rate of convergence of M-estimators is n. Kim and Pollard (1990) showed that several estimators have a rate of convergence n. Here, we will see that other rates are also possible. This is applied to the study of the convergence of the Lp-medians for 0

Keywords: M-estimator; Empirical; process; Rate; of; convergence; Lp-median (search for similar items in EconPapers)
Date: 1994
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