Median bias of M-estimators
Statistics Theory
2021-06-02 v1 Statistics Theory
Abstract
In this note, we derive bounds on the median bias of univariate M-estimators under mild regularity conditions. These requirements are not sufficient to imply convergence in distribution of the M-estimators. We also discuss median bias of some multivariate M-estimators.
Cite
@article{arxiv.2106.00164,
title = {Median bias of M-estimators},
author = {Arun Kumar Kuchibhotla},
journal= {arXiv preprint arXiv:2106.00164},
year = {2021}
}