Sample heterogeneity and M-estimation

DOI10.1016/S0378-3758(00)00174-9zbMath0965.62020MaRDI QIDQ5931392

Ivan Mizera, Marc Hallin

Publication date: 31 July 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

robustnesslocation modelheteroscedasticitysample heterogeneityweak consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
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• Regression Depth
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
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• A Note on Order Statistics for Heterogeneous Distributions
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