Asymptotic relations between L- and M-estimators in the linear model

DOI10.1007/BF02481144zbMath0732.62027OpenAlexW2060789145MaRDI QIDQ808576

A. H. Welsh, 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/bf02481144

zbMATH Keywords

linear modelrobust estimatorsuniform asymptotic linearitymultiple regressionorder of the remainder termasymmetric caseasymptotic relationshipsBahadur-type representationone-step L-estimatorsone-step M-estimatorssmoothness of the weight function

Mathematics Subject Classification ID

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

Related Items

On L-estimation in linear models, Finite sample properties of adaptive regression estimators, The asymptotics for studentized K-Step M-Estimators of location, Some aspects of hadamard differentiability on regressionL-estimators, Unnamed Item, A journey in single steps: robust one-step \(M\)-estimation in linear regression

Cites Work

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