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Stable Asymptotics for M-estimators

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  • Davide La Vecchia

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  • Davide La Vecchia, 2016. "Stable Asymptotics for M-estimators," International Statistical Review, International Statistical Institute, vol. 84(2), pages 267-290, August.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:2:p:267-290
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    File URL: http://hdl.handle.net/10.1111/insr.12102
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    References listed on IDEAS

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    1. Duncan, Gregory M., 1987. "A simplified approach to M-estimation with application to two-stage estimators," Journal of Econometrics, Elsevier, vol. 34(3), pages 373-389, March.
    2. Davide Ferrari & Davide La Vecchia, 2012. "On robust estimation via pseudo-additive information," Biometrika, Biometrika Trust, vol. 99(1), pages 238-244.
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    Cited by:

    1. Ronchetti, Elvezio, 2020. "Accurate and robust inference," Econometrics and Statistics, Elsevier, vol. 14(C), pages 74-88.

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