论文信息 - Asymptotic distribution theory for general statistical functionals

Asymptotic distribution theory for general statistical functionals

SummaryIn this paper an asymptotic theory is developed for a general statistical functional which includesL-estimators,M-estimators, andR-estimators as special cases. It is shown that a proof of the asymptotic normality ofL-estimators,M-estimators, andR-estimators can be based on one important fact, namely, that the inverse c.d.f. is compactly differentiable.

D. C. Taylor

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