A Second-Order Asymptotic Distributional Representation of $M$-Estimators with Discontinuous Score Functions

A Second - Order Asymptotic Distributional Representation of M

For a nondecreasing score function having finitely many jump-discontinuities. a representation of M-estimators with the second order asymptotic distribution is established. and the result is also extended to one-step versions of M-estimators.

Second Order Asymptotic Distributional Representations of M - Estimators of General Parameters

Second order asymptotic distributional representations of M-estimators of general parameters are considered under appropriate (smoothness) conditions on the score function and the underlying distribution function. Parallel results for the one-step version of M-estimators are also studied. These results apply to the classical maximum likelihood estimators as well.

Asymptotic theory for M-estimators of boundaries

A Pure First Order Representation for Undamped Second Order Descriptor Systems

The aim of this paper is to analyze the undamped second order descriptor systems to show the possibility of transform an undamped second order descriptor system to a pure first order descriptor system ,on different ways, while stating some of its benefits. Meanwhile we will introduce pure first order systems and undamped second order systems and indicate that under some assumptions every undamp...

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...