Accession Number : AD0768367
Title : Asymptotic Expansions for M-Estimators.
Descriptive Note : Doctoral thesis,
Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
Personal Author(s) : Norberto,Jose ; Dachs,Walter
Report Date : 11 SEP 1973
Pagination or Media Count : 72
Abstract : An asymptotic expansion for the distribution of M-estimators in the case of scale known, but with different basic assumptions, so as to include some of the M-estimators originally proposed. Also, a formal expansion for the case of scale unknown. Finally, several numerical results comparing, in part, values obtained with the Monte Carlo results of work done in Princeton.
Descriptors : (*STATISTICAL ANALYSIS, ASYMPTOTIC SERIES), STATISTICAL DISTRIBUTIONS, ANALYSIS OF VARIANCE, MONTE CARLO METHOD, MEASURE THEORY, PARTIAL DIFFERENTIAL EQUATIONS, NUMERICAL INTEGRATION, THESES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE