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Distributional convergence of M-estimators under unusual rates

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  • Arcones, Miguel A.

Abstract

Usually the rate of convergence of M-estimators is n. Kim and Pollard (1990) showed that several estimators have a rate of convergence n. Here, we will see that other rates are also possible. This is applied to the study of the convergence of the Lp-medians for 0

Suggested Citation

  • Arcones, Miguel A., 1994. "Distributional convergence of M-estimators under unusual rates," Statistics & Probability Letters, Elsevier, vol. 21(4), pages 271-280, November.
    • Handle: RePEc:eee:stapro:v:21:y:1994:i:4:p:271-280
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    Cited by:

    1. Arcones, Miguel A., 1995. "Asymptotic normality of multivariate trimmed means," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 43-53, October.

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