Uniform asymptotics for robust location estimates when the scale is unknown

DOI10.1214/009053604000000544zbMath1047.62022arXivmath/0410079OpenAlexW3105116853MaRDI QIDQ1879960

Ruben H. Zamar, Matías Salibián Barrera

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410079

zbMATH Keywords

robustnessM-estimatesrobust inferencerobust location and scale models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

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Uniform asymptotics for robust location estimates when the scale is unknown ⋮ Change point detection with robust control chart ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Globally robust inference for the location and simple linear regression models ⋮ Uniform strong consistency of robust estimators. ⋮ Remarks on uniform convergence of random variables and statistics ⋮ Approximating data ⋮ Estimating the \(p\)-values of robust tests for the linear model ⋮ A note on the uniform asymptotic normality of location M-estimates

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