Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension

DOI10.5705/SS.202016.0549zbMath1427.62062arXiv1612.05951OpenAlexW2778211832MaRDI QIDQ5226623

Ezequiel Smucler

Publication date: 1 August 2019

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05951

zbMATH Keywords

M-estimatorsS-estimatorsrobust regressionMM-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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