Further remarks on robust estimation in dependent situations

DOI10.1214/AOS/1176344568zbMath0399.62038OpenAlexW2045547842MaRDI QIDQ1254800

Stephen L. Portnoy

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344568

zbMATH Keywords

Location ParameterDependent ObservationsMoving Average SchemeRobust Estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (10)

\(M\)-estimation for dependent random variables ⋮ Asymptotic behavior of \(L\)-statistics for a large class of time series ⋮ Noise benefits to robust M-estimation of location in dependent observations ⋮ One‐step M‐estimators in the linear model, with dependent errors ⋮ Robustness against unexpected dependence in the location model ⋮ Asymptotic behavior of regression quantiles in non-stationary, dependent cases ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables ⋮ Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series ⋮ The change-of-variance function for dependent data

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