Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables

DOI10.1016/S0167-7152(98)00026-1zbMath0908.62020MaRDI QIDQ1265971

Marc G. Genton

Publication date: 15 March 1999

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

zbMATH Keywords

robustnessasymptotic efficiencyasymptotic variancelocationdependent datascale\(M\)-estimatorsmedian estimatorWelsch estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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