M-estimators of structural parameters in pseudolinear models.

DOI10.1023/A:1023027929079zbMath1060.62029OpenAlexW121223805MaRDI QIDQ1775164

Igor Vajda, Friedrich Liese

Publication date: 4 May 2005

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33033

zbMATH Keywords

M-estimatorpseudo-linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Robust median estimator in logistic regression ⋮ Unnamed Item ⋮ Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Consistency of \(M\)-estimates in general regression models
• Parametric statistical theory: with the assistance of R. Hamböker
• Necessary and sufficient conditions for consistency of generalized \(M\)- estimates
• Weak convergence and empirical processes. With applications to statistics
• Least-absolute-deviations fits for generalized linear models
• Regression Quantiles
• Convergence of stochastic processes
• Preface

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