On the asymptotic distribution of multivariate M-estimates Academic Article uri icon

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.

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