Edgeworth expansions for M-estimators of a regression parameter
โ Scribed by S.N Lahiri
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 410 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
where x i 's are known p\_1 vectors, ; is a p\_1 vector of parameters, and = 1 , = 2 , ... are stationary, strongly mixing random variables. Let ; n denote an M-estimator of ; corresponding to some score function . Under some conditions on , x i 's and = i 's, a two-term Edgeworth expansion for Stud
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