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Reweighted LS estimators converge at the same rate as the initial estimator - MaRDI portal

Reweighted LS estimators converge at the same rate as the initial estimator (Q1208670)

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scientific article; zbMATH DE number 166860
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Reweighted LS estimators converge at the same rate as the initial estimator
scientific article; zbMATH DE number 166860

    Statements

    Reweighted LS estimators converge at the same rate as the initial estimator (English)
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    16 May 1993
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    asymptotic equivalence
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    high efficiency
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    high breakdown properties
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    regression estimators
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    least median of squares estimator
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    reweighted least squares estimator
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