Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971)
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scientific article; zbMATH DE number 1202798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables |
scientific article; zbMATH DE number 1202798 |
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Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (English)
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15 March 1999
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robustness
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dependent data
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asymptotic efficiency
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median estimator
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Welsch estimator
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\(M\)-estimators
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asymptotic variance
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scale
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location
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