Answers are grounded in this paper and cite their sources.
We consider M-estimators defined by minimization of a convex criterion function, not necessarily smooth. Our asymptotic results generalize some of those concerning the LAD estimators. We establish a Bahadur-type strong approximation and bounds on the rate of convergence.
No takes yet. Share an insight, caveat, or question.
Wojciech Niemiro (1992) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: