A general asymptotic theory of \(M\)-estimators. II

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zbMath1185.62053MaRDI QIDQ876770

Igor Vajda, Friedrich Liese

Publication date: 27 April 2007

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality nonlinear regression linear regression robust estimators \(M\)-estimators asymptotic variances and covariances regression quintiles

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items (5)

Continuity and differentiability of regression M functionals ⋮ Robust median estimator in logistic regression ⋮ Goodness-of-fit testing in interval censoring case 1 ⋮ On asymptotic normality in nonlinear regression ⋮ Unnamed Item

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