Convergence of the optimal M-estimator over a parametric family of M-estimators

DOI10.1007/BF02595407zbMath1069.62018MaRDI QIDQ2387148

Miguel A. Arcones

Publication date: 1 September 2005

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

Huber estimatorVapnis-Cervonenkis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (2)

A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression ⋮ Parametric estimation with a class of \(M\)-estimators

Cites Work

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• The Method of Least Squares and Some Alternatives: Part V
• Uniform Central Limit Theorems
• Robust Estimation of a Location Parameter
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• Some Flexible Estimates of Location
• New concentration inequalities in product spaces

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