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M-Estimation and Spatial Quantiles

  • V. Koltchinskii
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 109)

Abstract

An extension of quantile function (M-quantiles) related in a certain sense to M-parameters of probability distribution defined by convex minimization is considered. Asymtotics of empirical M-quantiles are studied.

Key words and phrases

M-parameter M-estimator quantile function empirical process Bahadur-Kiefer representation 

AMS 1980 subject classifications

60F05 62E20 

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References

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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • V. Koltchinskii
    • 1
  1. 1.University of GiessenGermany

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