Moment convergence of M-estimators

Yoichi Nishiyama

doi:10.1111/j.1467-9574.2010.00469.x

Moment convergence of M-estimators

Yoichi Nishiyama^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

4 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 sup_nE

Original language	English
Pages (from-to)	505-507
Number of pages	3
Journal	Statistica Neerlandica
Volume	64
Issue number	4
DOIs	https://doi.org/10.1111/j.1467-9574.2010.00469.x
Publication status	Published - 2010 Nov 1
Externally published	Yes

Keywords

M-estimator
Moment convergence
Rate of convergence

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1111/j.1467-9574.2010.00469.x

Cite this

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AB - 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

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KW - Rate of convergence

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Moment convergence of M-estimators

Abstract

Keywords

ASJC Scopus subject areas

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