Statistical expansions and locally uniform Fréchet differentiability
Bednarski, T., Clarke, B.R. and Kolkiewicz, W. (1991) Statistical expansions and locally uniform Fréchet differentiability. Journal of the Australian Mathematical Society (Series A), 50 (01). pp. 88-97.
*Subscription may be required
Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Fréchet differentiable. Other conditions for M-functionals to be locally uniformly Fréchet differentiable are given. An example of a commonly used estimator which is robust against outliers is given to illustrate that the locally uniform expansion need not be valid.
|Publication Type:||Journal Article|
|Murdoch Affiliation:||School of Chemical and Mathematical Science|
|Publisher:||Cambridge University Press|
|Copyright:||© 1991 Australian Mathematical Society|
|Item Control Page|
Downloads per month over past year