Asymptotic representation of L-estimators and their relations to M-estimators
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Sequential Analysis
- Vol. 5 (4) , 317-338
- https://doi.org/10.1080/07474948608836108
Abstract
The Bahadur type representation of linear combination of order statistics with possibly discontinuous weight function J is established. The order of the remainder term depends on the smoothness of J. An analogous representation up to Op(n-1) is derived for a Studentized estimator. The representations are incorporated into the study of asymptotic relations of L- and M-estimators which could be equivalent up to the order Op(n-1) under some conditions.Keywords
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