On the relationship between higher-order stochastic expansions, influence functions and U-statistics for M-estimators

Paul Rilstone

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 6, 2103-2121

Abstract: It is shown that higher-order influence functions for M-estimators are mathematically equivalent to higher-order stochastic approximations to these estimators. The stochastic expansions are also shown to have corresponding higher-order U-statistic representations, providing an alternative approach for deriving and analyzing the approximate properties of M-estimators.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2022.2118543 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:53:y:2024:i:6:p:2103-2121

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2022.2118543

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().