Asymptotic relations between L- and M-estimators in the linear model
type: Item
instance of: scholarly article
title: Asymptotic relations between L- and M-estimators in the linear model
zbMATH Open document ID: 0732.62027
DOI: 10.1007/BF02481144
author: Alan H. Welsh
author: Jana Jurečková
published in: Annals of the Institute of Statistical Mathematics
publication date: 1990-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 4211271
zbMATH Keywords: asymmetric case
zbMATH Keywords: multiple regression
zbMATH Keywords: robust estimators
zbMATH Keywords: uniform asymptotic linearity
zbMATH Keywords: linear model
zbMATH Keywords: Bahadur-type representation
zbMATH Keywords: one-step L-estimators
zbMATH Keywords: one-step M-estimators
zbMATH Keywords: order of the remainder term
zbMATH Keywords: smoothness of the weight function
zbMATH Keywords: asymptotic relationships
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02481144
OpenAlex ID: W2060789145
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description: scientific article; zbMATH DE number 4211271