Asymptotic efficiency and robustness of D-estimators. (English) Zbl 0599.62039

Asymptotic normality of standard, weak, and directed D-estimators investigated by the author in ibid. 20, 189-208, 283-303 (1984; Zbl 0558.62026 and the preceding review, Zbl 0599.62038, respectively) is established and influence curves are derived, all under the assumption of vector-valued parameter spaces. Asymptotic variance matrices of estimators under consideration are expressed as variances of the corresponding multidimensional influence curves. Conditions of asymptotic efficiency are established as well.


62F12 Asymptotic properties of parametric estimators
62F35 Robustness and adaptive procedures (parametric inference)
62G20 Asymptotic properties of nonparametric inference
62H12 Estimation in multivariate analysis
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