Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression

DOI10.1137/S0040585X97T988691zbMath1396.62038OpenAlexW2885984808MaRDI QIDQ4580419

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988691

zbMATH Keywords

asymptotic normality $M$-estimator nonlinear regression initial estimator one-step $M$-estimator Newton's iteration method one-step weighted $M$-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (2)

Toward the notion of intrinsically linear models in nonlinear regression ⋮ Constructing Explicit Estimators in Nonlinear Regression Problems

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