Local M-estimation with discontinuous criterion for dependent and limited observations
Work
Year: 2018
Type: article
Abstract: We examine the asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume predictive region, the condi... more
Source: The Annals of Statistics
Authors Myung Hwan Seo, Taisuke Otsu
Cites: 51
Cited by: 26
Related to: 10
FWCI: 2.712
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze