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Annals of the Institute of Statistical Mathematics
Article . 1985 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1985
Data sources: zbMATH Open
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Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators

Authors: Esty, W.; Gillette, R.; Hamilton, M.; Taylor, D.;

Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators

Abstract

This paper proves the asymptotic normality of estimators which are functionals of the e.d.f. \(\hat F_ n\) such as R, L, M-estimators or minimum distance estimators. Following \textit{J. A. Reeds}' ''On the definition of von Mises functionals.'' Ph. D. Thesis, Havard Univ. (1976), it uses the concept of compact derivative which is intermediate between Gâteaux and Fréchet's definitions. The basic result is the obtention of the compact derivative of the inverse c.d.f. when the range space is \(C^ 0(R)\), with the uniform norm. This provides the asymptotic distribution for a broader class of functionals than previous frameworks. The corollaries for robust estimators are particularly emphasized on L-estimators. Applications are given to one-sample problems, data grouped by quantiles and censored survival data.

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Keywords

L-estimators, Asymptotic distribution theory in statistics, asymptotic normality, robust estimators, cumulative, empirical distribution, M-estimators, minimum distance estimators, censored survival data, compact derivative, data grouped by quantiles, derivatives of statistical functionals, one-sample problems, Robustness and adaptive procedures (parametric inference), distribution function, Asymptotic properties of parametric estimators, R-estimators

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Average
Top 10%
Average
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