Asymptotic relations between L- and M-estimators in the linear model
For the linear model the authors obtain a Bahadur-type representation for one-step L-estimators, M- and one-step M-estimators in order to study their relationships. It is shown that the order of the remainder term in this representation depends on the smoothness of the weight function for L-estimators and on the smoothness of the \(\psi\)-function for M- and one- step M-estimators. Some asymptotic relationships between these estimators based on these representations are obtained.
scientific article; zbMATH DE number 4211271
scientific article