The asymptotics of S-estimators in the linear regression model (Q2640274): Difference between revisions
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Latest revision as of 13:47, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The asymptotics of S-estimators in the linear regression model |
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The asymptotics of S-estimators in the linear regression model (English)
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1990
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The asymptotic behaviour of the least median of squares estimator in the linear regression model is studied. A weak convergence theorem for the estimator is given and it is shown under rather general conditions that the correct norming factor is \(n^{1/3}\). The asymptotic normality of S- estimators is obtained under weak conditions on the carriers.
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sufficient conditions for consistency
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polynomial trends
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least median of squares estimator
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asymptotic normality of S-estimators
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