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- W2156827682 abstract "We study the asymptotics of L p estimators, p > 0, over a sample having a symmetric density with a sharp–point at the centre of symmetry of the distribution. The rates of convergence of the L p estimators in this situation depend on p and on the shape of the density. To obtain some of the limit distributions, we present new results in the asymptotics of M–estimators. We extend the delta method to the case when the Euclidean norm of the conveniently normalized M–estimators converge to a power of the Euclidean norm of a (possibly Gaussian) stable distribution." @default.
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- W2156827682 date "1998-12-01" @default.
- W2156827682 modified "2023-10-16" @default.
- W2156827682 title "L p –Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density" @default.
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- W2156827682 doi "https://doi.org/10.1111/1467-9469.00130" @default.
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