Uniform asymptotics for S- and MM-regression estimators

DOI10.1007/s10463-008-0189-xzbMath1432.62210OpenAlexW2044211643WikidataQ61719261 ScholiaQ61719261MaRDI QIDQ907023

Marek Omelka, Matías Salibián Barrera

Publication date: 1 February 2016

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

Full work available at URL: https://doi.org/10.1007/s10463-008-0189-x

zbMATH Keywords

robustnessrobust regressionuniform asymptoticsrobust inference

Mathematics Subject Classification ID

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

Related Items (2)

A comparison of robust versions of the AIC based on M-, S- and MM-estimators ⋮ Remarks on uniform convergence of random variables and statistics

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