Asymptotic distribution of regression M-estimators

DOI10.1016/S0378-3758(00)00224-XzbMath1015.62012WikidataQ127255623 ScholiaQ127255623MaRDI QIDQ5945257

Miguel A. Arcones

Publication date: 7 August 2003

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

zbMATH Keywords

robustnessM-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (6)

Asymptotics for M-type smoothing splines with non-smooth objective functions ⋮ Robust optimal estimation of location from discretely sampled functional data ⋮ General \(M\)-estimation and its bootstrap ⋮ Robust median estimator in logistic regression ⋮ Omnibus tests for the error distribution in the linear regression model ⋮ The \(k\)th power expectile regression

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