Functional calculus and asymptotic theory for statistical analysis

Jun Shao

Statistics & Probability Letters, 1989, vol. 8, issue 5, 397-405

Abstract: Using a functional calculus approach, we study asymptotic properties of statistics obtained by evaluating some functionals at the empirical distribution function. Asymptotic properties of the corresponding bootstrap statistics are also obtained. The results are applied to robust M-estimation and L-estimation problems.

Keywords: Bahadur; representation; bootstrap; convergence; rate; Lipschitz; continuity; and; differentiability; L-; and; M-estimators (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90018-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:8:y:1989:i:5:p:397-405

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().