Rates of convergence of Lp { estimators for adensity with an in nity cusp 1

  • Miguel A. Arcones
  • Published 2007


We study the asymptotics of L p {estimators, p > 0, as estimates of a parameter of location for data coming for a symmetric density with an innnity cusp at the center of symmetry of the distribution. In this situation, the data is more concentrated around the parameter of location than in usual cases. The maximum likelihood estimator is not deened. The… (More)