Continuity and differentiability of regression M functionals

DOI10.3150/11-BEJ368zbMath1329.62303arXiv1004.4314MaRDI QIDQ1932230

María V. Fasano, Víctor J. Yohai, Mariela Sued, Ricardo Antonio Maronna

Publication date: 17 January 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4314

zbMATH Keywords

consistencyasymptotic normalitynonlinear regressionS estimatesMM estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Convergence of probability measures (60B10)

Related Items

Robust and sparse estimators for linear regression models, High breakdown point robust estimators with missing data, Robust estimation in partially nonlinear models, S-estimation in linear models with structured covariance matrices, Robust doubly protected estimators for quantiles with missing data, BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES, Robust inference for nonlinear regression models, Statistical learning for recommending (robust) nonlinear regression methods, Robust location estimators in regression models with covariates and responses missing at random

Uses Software

• robustbase

Cites Work

• Estimates of MM type for the multivariate linear model
• High breakdown-point and high efficiency robust estimates for regression
• Von Mises calculus for statistical functionals
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