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A remark on the difference between probability and analysis in the proof of the central limit theorem for M-estimators

Clarke, B.R.ORCID: 0000-0003-1419-0768 (1988) A remark on the difference between probability and analysis in the proof of the central limit theorem for M-estimators. Murdoch University

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Abstract

In the proliferation of recent articles on expansions of the Von Mises, Hadamard or Frechet type, including papers by Kallianpur (1963), Reeds (1976), Huber (1981), Esty, Gillette, Hamilton and Taylor (1985), Gill (1987), Heesterman (1987) , the authors have often overlooked the case of the Frechet type expansion, shown to be easily applicable to many forms of M-estimator in Clarke (1983,1986).

Item Type: Report
Series Name: Murdoch University Mathematics Programme Research Report
Publisher: Murdoch University
URI: http://researchrepository.murdoch.edu.au/id/eprint/6490
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