Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series A, Pt. 2, 312--320

ON ASYMPTOTIC DISTRIBUTION OF GENERALIZED $M$-ESTIMATES

By

J. K. GHOSH, S. N. JOSHI, Indian Statistical Institute

 

SUMMARY. Let {$X_n (t)$} be a sequence of stochastic processes with continuous paths. In this note, the asymptotic distribution of a suitably chosen root of $X_n (t) =0$ is investigated. This leads to asymptotic distribution of $M$-estimates. 

AMS (1990) subject classification. 62F12, 60K10, 62E20

Key words and phrases. $M$-estimates, asymptotic distribution, stochastic processes

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This article in Mathematical Reviews.