On the asymptotic distribution of multivariate M-estimates Academic Article

abstract

• The asymptotic distribution of multivariate M-estimates is studied. It is shown that, in general, consistency leads to asymptotic normality and a Law of the Iterated Logarithm. The results are used to compute via matrix derivatives the asymptotic distribution of a class of estimates due to Maronna. 1978.

authors

• Carroll, Raymond

published proceedings

• Journal of Multivariate Analysis

author list (cited authors)

• Carroll, R. J.

citation count

• 8

complete list of authors

• Carroll, Raymond J

publication date

• September 1978

publisher

• Elsevier  Publisher

published in

• Journal of Multivariate Analysis  Journal

Digital Object Identifier (DOI)

• 10.1016/0047-259x(78)90059-3

start page

• 361

end page

• 371

volume

• 8

issue

• 3

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0047-259x%2878%2990059-3