Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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Publication:1121613
DOI10.1214/aos/1176347023zbMath0674.62017OpenAlexW1987445923MaRDI QIDQ1121613
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347023
bootstrapconsistencyasymptotic normalitylinear modelsstochastic expansionrobust regressionM-estimatesincreasing dimensionlinear contrasts
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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