Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point

DOI10.1080/03610928708829500zbMath0656.62041OpenAlexW2042962734MaRDI QIDQ3803994

Stephen L. Portnoy, Jana Jureckova

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829500

zbMATH Keywords

efficiencyM-estimatorbreakdown-pointasymptotic linearity of M- estimatorsnot everyhwere differentiable kernels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (22)

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Cites Work

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• Finite sample breakdown of M- and P-estimators
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• On almost sure expansions for M-estimates
• Least Median of Squares Regression
• Robust regression using repeated medians
• One-Step Huber Estimates in the Linear Model

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