The asymptotics for studentized K-Step M-Estimators of location

DOI10.1080/07474949508836334zbMath0839.62075OpenAlexW1986697558WikidataQ126241575 ScholiaQ126241575MaRDI QIDQ4865165

Marek Malý, Jana Jureckova

Publication date: 13 February 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836334

zbMATH Keywords

rate of approximationjump-discontinuitiesgeneral asymptotics\(k\)-step versionsabsolutely continuous score functionsstudentized \(M\)-estimators of locationthree-parameters empirical \(M\)-processesuniform asymptotic linearity results

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

Related Items (3)

Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves ⋮ Asymptotic properties of one-step M-estimators ⋮ Functional stability of one-step GM-estimators in approximately linear regression

Cites Work

• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• Asymptotic relations between L- and M-estimators in the linear model
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• On inconsistent M-estimators
• The bias of \(k\)-step M-estimators
• On some analogues to linear combinations of order statistics in the linear model
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• Trimmed Least Squares Estimation in the Linear Model
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• One-Step Huber Estimates in the Linear Model
• One‐step M‐estimators in the linear model, with dependent errors
• Robust Statistics

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