Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (Q1265971)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1202798
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables |
scientific article; zbMATH DE number 1202798 |
Statements
Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables (English)
0 references
15 March 1999
0 references
robustness
0 references
dependent data
0 references
asymptotic efficiency
0 references
median estimator
0 references
Welsch estimator
0 references
\(M\)-estimators
0 references
asymptotic variance
0 references
scale
0 references
location
0 references
0 references
0 references
0.7482590675354004
0 references
0.7383106350898743
0 references
0.718427836894989
0 references