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