Asymptotic properties of some classes of \(M\)-estimates

DOI10.1007/BF02733103zbMath0938.62018MaRDI QIDQ1280904

Pavel S. Knopov

Publication date: 28 April 1999

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (9)

Optimization and identification of stochastic systems ⋮ M-estimates: a review and application for decision-making under uncertainty ⋮ Some applied problems from random field theory ⋮ Continuous-time switching regression method with unknown switching points ⋮ Asymptotic properties of the method of observed mean for homogeneous random fields ⋮ Some approaches to financial risk assessment ⋮ Asymptotic properties of the method of observed means for nonstationary random fields ⋮ Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations ⋮ Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter

Cites Work

• Properties of empirical estimates in stochastic optimization and identification problems
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• Robust Statistics
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