Previous |  Up |  Next

Article

References:
[1] P. Bickel, M. J. Wichura: Convergence criteria for multiparameter stochastic processes and some applications. Ann. Math. Statist. 42 (1971), 1656-1670. MR 0383482 | Zbl 0265.60011
[2] P. Billingsley: Convergence of Probability Measures. J. Wiley, New York 1968. MR 0233396 | Zbl 0172.21201
[3] J. Jurečková, P. K. Sen: Invariance principles for some stochastic processes related to M-estimators and their role in sequential statistical inference. Sankhya, Ser. A 43 (1981), 190-210. MR 0666380
[4] J. Jurečková, P. K. Sen: Sequential procedures based on M-estimators with discontinuous score functions. J. Statist. Plan Infer. 5 (1981), 253-266. MR 0635900
[5] J. Jurečková, P. K. Sen: On adaptive scale-equivariant M-estimators in linear models. Statist. \& Dec, Suppl. Issue No. 1 (1984), 31 - 46. MR 0785200
[6] J. Jurečková, P. K. Sen: A second order asymptotic distributional representation of M-estimators with discontinuous score functions. Ann. Probab. 15 (1987), 814-823. MR 0885146
[7] A. H. Welsh: Bahadur representations for robust scale estimators based on regression residuals. Ann. Statist. 14 (1986), 1246-1251. MR 0856820 | Zbl 0604.62028
Partner of
EuDML logo