Effect of the initial estimator on the asymptotic behavior of one-step M- estimator

DOI10.1007/BF00050841zbMath0712.62024OpenAlexW1983927081MaRDI QIDQ749082

Pranab Kumar Sen, Jana Jureckova

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050841

zbMATH Keywords

one-step versioninfluence functionscore functionM-estimatorrandom change of timeweak convergence of M-processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (12)

Conditions of Asymptotic Normality of One-Step M-Estimators ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ The Modified-Half-Normal distribution: Properties and an efficient sampling scheme ⋮ The asymptotics for studentized K-Step M-Estimators of location ⋮ One-stepM-estimators: Jones and Faddy's skewedt-distribution ⋮ Trimming and likelihood: Robust location and dispersion estimation in the elliptical model ⋮ Goodness-of-fit tests and second-order asymptotic relations ⋮ Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators ⋮ Characterization of distributions in invariant models ⋮ A goodness-of-fit test with nuisance parameters: Numerical performance ⋮ A journey in single steps: robust one-step \(M\)-estimation in linear regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Functional jackknifing: Rationality and general asymptotics
• Central limit theorem for Wilcoxon rank statistics process
• Summen von Produkten gemeinsam normalverteilter Zufallsvariablen
• On iterative procedures of asymptotic inference
• On Bahadur's Representation of Sample Quantiles

This page was built for publication: Effect of the initial estimator on the asymptotic behavior of one-step M- estimator