Asymptotic Expansions for M-Estimators.

Abstract

An asymptotic expansion for the distribution of M-estimators in the case of scale known, but with different basic assumptions, so as to include some of the M-estimators originally proposed. Also, a formal expansion for the case of scale unknown. Finally, several numerical results comparing, in part, values obtained with the Monte Carlo results of work done in Princeton.

Document Details

Document Type
Technical Report
Publication Date
Sep 11, 1973
Accession Number
AD0768367

Entities

People

  • Jose Norberto
  • Walter Dachs

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Asymptotic Series
  • Estimators
  • Mathematical Analysis
  • Mathematics
  • Sequences

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Computational Fluid Dynamics (CFD)
  • Neurological Diseases/Conditions/Disorders