{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T15:30:05Z","timestamp":1791127805714,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[1998,8,1]],"date-time":"1998-08-01T00:00:00Z","timestamp":901929600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,8]]},"abstract":"<jats:p>We study the convergence in distribution of <jats:italic>M<\/jats:italic>-estimators \nover a convex kernel. Under convexity, the limit distribution \nof <jats:italic>M<\/jats:italic>-estimators can be obtained under minimal \nassumptions. We consider the case when the limit is arbitrary, \nnot necessarily normal. If some Taylor expansions hold, \nthe limit distribution is stable. As an application, we \nexamine the limit distribution of <jats:italic>M<\/jats:italic>-estimators \nfor the multivariate linear regression model. We obtain \nthe distributional convergence of <jats:italic>M<\/jats:italic>-estimators \nfor the multivariate linear regression model for a wide \nrange of sequences of regressors and different types of \nconditions on the sequence of errors.<\/jats:p>","DOI":"10.1017\/s0266466698144018","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"387-422","source":"Crossref","is-referenced-by-count":15,"title":["ASYMPTOTIC THEORY FOR <i>M<\/i>-ESTIMATORS OVER A CONVEX KERNEL"],"prefix":"10.1017","volume":"14","author":[{"given":"Miguel A.","family":"Arcones","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698144018","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,1]],"date-time":"2019-04-01T15:00:55Z","timestamp":1554130855000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698144018\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1998,8]]}},"alternative-id":["S0266466698144018"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698144018","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,8]]}}}