On the Asymptotic Distribution of Multivariate M-Estimates.

Abstract

The asymptotic distribution of multivariate M-estimates is studied. It is shown that, in general, consistency leads to asymptotic normality and a law of the iterated logarithm. The results are used to compute via matrix drivatives the asymptotic distribution of a class of estimates.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA050378

Entities

People

  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computing-Related Activities
  • Consistency
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normality

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.