On the Asymptotic Relation Between $L$-Estimators and $M$-Estimators and their Asymptotic Efficiency Relative to the Cramer-Rao Lower Bound
位置参数 L 估计量与 M 估计量的渐近关系及效率
This paper gives conditions under which $L$- and $M$-estimators of a location parameter have asymptotically the same distribution, conditions under which they are asymptotically equivalent and conditions under which $L$-estimators are asymptotically efficient relative to the Cramer-Rao lower bound. Our results differ from analogous results of Jung (1955), Bickel (1965), Chernoff, Gastwirth, Johns (1967), Jaeckel (1971) and Rivest (1978, 1982) in that we do not require that…