Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model

DOI10.1016/0167-7152(95)00230-8zbMath0906.62023OpenAlexW2133135541MaRDI QIDQ1129429

Douglas P. Wiens

Publication date: 22 February 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00230-8

zbMATH Keywords

robust regressionbounded influenceapproximately linear regression responsegeneralized \(M\)-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Minimax weights for generalised M-estimation in biased regression models ⋮ A comparative study of robust designs for M-estimated regression models ⋮ Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation ⋮ Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation ⋮ The asymptotics of MM-estimators for linear regression with fixed designs

Cites Work

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• Small sample asymptotic expansions for multivariate M-estimates
• Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Law of the Iterated Logarithm and Invariance Principle for M-Estimators
• Pairwise Comparison and Ranking: Optimum Properties of the Row Sum Procedure
• Robust Statistics

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