Moment convergence of M-estimators

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

This study extends the rate of convergence theorem of M-estimators presented by van der Vaart and Wellner (weak convergence and empirical processes: with applications to statistics, Springer-Verlag, Newyork, 1996) who gave a result of the form r to a result of the form supnE

Original languageEnglish
Pages (from-to)505-507
Number of pages3
JournalStatistica Neerlandica
Volume64
Issue number4
DOIs
Publication statusPublished - 2010 Nov
Externally publishedYes

Fingerprint

M-estimator
Moment
Empirical Process
Weak Convergence
Convergence Theorem
Rate of Convergence
Statistics
Form
Rate of convergence
Weak convergence
Empirical process

Keywords

  • M-estimator
  • Moment convergence
  • Rate of convergence

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Moment convergence of M-estimators. / Nishiyama, Yoichi.

In: Statistica Neerlandica, Vol. 64, No. 4, 11.2010, p. 505-507.

Research output: Contribution to journalArticle

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