{"entities":{"Q914301":{"pageid":916149,"ns":120,"title":"Item:Q914301","lastrevid":65340594,"modified":"2026-04-12T01:54:37Z","type":"item","id":"Q914301","labels":{"en":{"language":"en","value":"On M-processes and M-estimation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4149398"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q914301$95D8003E-88AC-4EC9-9AA3-F997D9F245C7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2e76895cb462530f76d8f3659696416e0f4c7258","datavalue":{"value":{"text":"On M-processes and M-estimation","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q914301$13EFB35B-01AC-4C5A-8DED-481F0593DFD9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f2d55d199f079908f2bd1a87ad34623c31f39bfe","datavalue":{"value":"0701.62074","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$52043911-1B8C-420D-B846-20491023DA31","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"fc669d7ba46e6587d4c2b9a8be4f1aa9ffb13ced","datavalue":{"value":{"entity-type":"item","numeric-id":252740,"id":"Q252740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q914301$83D8DEED-922C-4A0F-9A0B-96758C0EF16B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q914301$65C7D412-E659-4C14-BC75-1AE2EE24F59F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7211ad5ca16eb0d22cd0051fff3d0f3af254ceb6","datavalue":{"value":{"time":"+1989-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q914301$4C9E4302-C80A-42B9-93AB-A2D97963721C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1a3e80cc6b01c4eb20be6e3e30e350f005f17b8f","datavalue":{"value":"Consider the usual linear regression model, \\(Y_ j=x_ j'\\theta +\\sigma e_ j\\), \\(j=1,...,n\\), where the dimension of the parameter vector \\(\\theta\\) is p. This article is concerned with the asymptotic behaviour of M-estimators of \\(\\theta\\) when p is allowed to increase with the sample size. This is done by using a stochastic equicontinuity argument. From this argument new results for one-step M-estimators, M-estimators and robust scale estimators are obtained. The objective of the article is to impose as weak conditions as possible on the criterion function and on the error distribution.    If for example \\(\\psi\\), in usual M-estimation notations, has a bounded derivative, it is required that \\(p^ 2(\\log n)^{2+\\gamma}/n\\to 0,\\gamma >0\\), for contrast estimation. If \\(\\psi\\) is discontinuous, a somewhat stronger condition on p is required: \\(p^ 3(\\log n)^ 2/n\\to 0.\\) To obtain the distribution of quadratic forms it is required that \\(p^ 3(\\log n)^{2+\\gamma}/n\\to 0,\\gamma >0\\), if \\(\\psi\\) has a bounded derivative, and that \\(p^ 4(\\log n)^ 2/n\\to 0,\\) when \\(\\psi\\) is discontinuous.","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$75AD1E02-CCF6-4330-A760-2F9C3A6C16A7","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"27426e0e4b35ae7d21481cd6ba95bdbdb1453225","datavalue":{"value":{"entity-type":"item","numeric-id":334309,"id":"Q334309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q914301$EC1731A7-E89F-4779-ABD1-8E8BC2E0F1BE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5823d607a543702da84952b8d59bfb2f0bb4edc6","datavalue":{"value":"62J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$A9E3900C-C548-49F2-BF9C-A851D29F6B1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$BEA3120A-4874-410D-BCE6-18D5ED4A65DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"44b6a8d5fbccb37e13247cd57c2c97453bee8312","datavalue":{"value":"62G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$07DD1A7D-8CED-47D8-9146-522CF45F5F21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$B56AC2BE-EDCC-4749-AA03-A177B972372D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9c31f940cbdda3bba62d3e072c461872715d2750","datavalue":{"value":"4149398","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$8E906EAC-2504-4474-BF46-6A23EFC6E306","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a7e8545d977e5b8b7d31ba2c84e4bbb7c649403","datavalue":{"value":"associated M-process","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$3BA8A703-F0EE-4EC3-9FD6-328D73ADCDD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ddde9baf3ebc90b5a060c05382fa58f539230b71","datavalue":{"value":"least absolute deviations estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$FA96CF77-7898-4848-898C-B31E168518BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"66d3b33e95dbd512beb968673949bcda6a7a155c","datavalue":{"value":"asymptotic linearity","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$615D6986-AB1A-4138-8FA3-60B4B70864EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c078e9f909497cccfc4822774fb04a88cfe59868","datavalue":{"value":"large p asymptotics","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$1789B814-83C9-4F38-BAC4-8114E723AB57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7ca2decc8bb829f234718897d0fe91a4b235227b","datavalue":{"value":"regression quantiles","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$5B61F640-4F8F-4ED9-9F95-483D44AF1606","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"75af2837ab0654ec708ef9b20ad1b89c1317069a","datavalue":{"value":"asymptotic behaviour of M-estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$D4421582-9B01-47C3-BDB0-CC0C414BE7C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"62358a711d58bd1ac6033428ef33aadc5a7a8771","datavalue":{"value":"stochastic equicontinuity","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$E6036CC2-B156-4982-852E-25B7EB667AAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6f1b8c36d18951bbb74884e4bdf438d4790a9fde","datavalue":{"value":"one-step M- estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$A1CF658F-140D-446F-AF1E-618DB0E12217","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"162ac55bcbd4f9b8a682b8e3a722266a171f54ea","datavalue":{"value":"robust scale estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$425D9DB9-2596-445F-9FEA-9E4D013EF15B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"65e876c7a7d0f38d4fa6702d3e643ff3be0431ae","datavalue":{"value":"contrast estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$FAE28A7B-1589-4377-93F9-80F61C0296EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e3d2dcae99510148bb62c2818ac787e554d43d81","datavalue":{"value":"distribution of quadratic forms","type":"string"},"datatype":"string"},"type":"statement","id":"Q914301$251EC72B-7B1C-4428-B184-831D9956AA8B","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q914301$DE4979C2-E187-41B7-B539-C8C800971E1C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"db99191d3b988a4d887348198e94f51aac1b4c1f","datavalue":{"value":"https://doi.org/10.1214/aos/1176347021","type":"string"},"datatype":"url"},"type":"statement","id":"Q914301$2B41C17B-71F6-48BD-B3AE-16C448611A17","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"218dd2c88d3d7470547dd2302268b2189739c66c","datavalue":{"value":"W1976400977","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$6D93EEBB-16C1-43CB-91B4-9CD6645E3805","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4c8692e9bd7a0f87c0a3ac138720a1e163aa0878","datavalue":{"value":"10.1214/AOS/1176347021","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q914301$E372317A-F1B0-49F0-B8C1-215EA9547AC8","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"463653695d17b10da7ffd5b7bec11f51014be52b","datavalue":{"value":{"entity-type":"item","numeric-id":3655724,"id":"Q3655724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d005e0b27cd2730f2b31df6fff926bf6e705d41e","datavalue":{"value":{"amount":"+0.92027104","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$3A281448-C26E-4E33-9FA1-D2933E4EF27E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e839feefa962b3161660072e26a156214b54636","datavalue":{"value":{"entity-type":"item","numeric-id":4270719,"id":"Q4270719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ad56394a2ec5bb8036aa374f1f586cbbd4512f0d","datavalue":{"value":{"amount":"+0.8919926","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$1D86AC6B-A7A2-468E-AA83-DB86EB10FFF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a032c3608c561b42bc9804f7a8ae12b9b8d9095","datavalue":{"value":{"entity-type":"item","numeric-id":3725336,"id":"Q3725336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03cfba834ba3ccadf8d30ecbcfe03738c82fccc8","datavalue":{"value":{"amount":"+0.8825126","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$F3C86F74-BFF6-4FD9-881D-2D15281F3807","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"256c4ed63776c2e971e8143750a6a4efec265dcf","datavalue":{"value":{"entity-type":"item","numeric-id":5722631,"id":"Q5722631"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca8442458d3b8e65a0c027eec979d057d9bb807b","datavalue":{"value":{"amount":"+0.87568784","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$32C73F39-2D35-4F29-813A-A9AB737DF8F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f6f10b573f0f9f6703d073da4e9840c6f075493","datavalue":{"value":{"entity-type":"item","numeric-id":310050,"id":"Q310050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9cd2b4092972faff0f484500d6471277d7078bf0","datavalue":{"value":{"amount":"+0.8738986","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$C7A49D6A-C814-47E2-AF00-6D3F0D9DF261","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"269b086c38f8f2b6063ff7814ed5b3118f222dcc","datavalue":{"value":{"entity-type":"item","numeric-id":2714931,"id":"Q2714931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b6f4d0c32085827a653664ff8b07978d47162d7","datavalue":{"value":{"amount":"+0.8733132","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$3A09A811-749D-4834-8197-DABC2E87BD7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61fb97ee54354e6afbb07ed8411175712dcd13d6","datavalue":{"value":{"entity-type":"item","numeric-id":5321479,"id":"Q5321479"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e95cf386e688356c5bc3a2903efe7cfcfde6377d","datavalue":{"value":{"amount":"+0.8715075","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$EBCF25E5-DB5A-4B69-A8CC-8B9E14799F9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"730f3be2e6ab93eac1f13fb0ef2f28533cdfca7b","datavalue":{"value":{"entity-type":"item","numeric-id":2359720,"id":"Q2359720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"09eec43f9e94a64d13e37cc41f9600fdf093ef43","datavalue":{"value":{"amount":"+0.87082064","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q914301$FCF75C30-2454-4CDA-9B4D-D7071DC4A095","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On M-processes and M-estimation","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_M-processes_and_M-estimation"}}}}}