Asymptotics of generalized \(S\)-estimators

DOI10.1006/jmva.1994.1055zbMath0815.62012OpenAlexW2024499973MaRDI QIDQ1340286

Christophe Croux, Ola G. Hössjer, Peter J. Rousseeuw

Publication date: 29 June 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1055

zbMATH Keywords

outliersasymptotic normalityasymptotic efficiencyscale estimatorresidualsM-estimatorrobust estimatorhigh breakdown pointgeneralized S-estimatorS- estimator

Mathematics Subject Classification ID

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

Related Items (9)

The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities ⋮ Strong convergence rate of the least median absolute estimator in linear regression models ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Uniform strong consistency of robust estimators. ⋮ Highly robust estimation of dispersion matrices ⋮ A note on the uniform asymptotic normality of location M-estimates ⋮ Multivariate generalized S-estimators ⋮ Maximum bias curves for robust regression with non-elliptical regressors ⋮ On the global robustness of generalized S-estimators

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