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Statistical expansions and locally uniform Fréchet differentiability
Journal article   Open access   Peer reviewed

Statistical expansions and locally uniform Fréchet differentiability

T. Bednarski, B.R. Clarke and W. Kolkiewicz
Journal of the Australian Mathematical Society (Series A), Vol.50(01), pp.88-97
1991
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Abstract

Estimators which have locally uniform expansions are shown in this paper to be asymptotically equivalent to M-estimators. The M-functionals corresponding to these M-estimators are seen to be locally uniformly Fréchet differentiable. Other conditions for M-functionals to be locally uniformly Fréchet differentiable are given. An example of a commonly used estimator which is robust against outliers is given to illustrate that the locally uniform expansion need not be valid.

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Citation topics
9 Mathematics
9.92 Statistical Methods
9.92.220 Robust Estimation
Web Of Science research areas
Mathematics
Statistics & Probability
ESI research areas
Mathematics
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