Asymptotic relations between L- and M-estimators in the linear model (Q808576)
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scientific article; zbMATH DE number 4211271
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| English | Asymptotic relations between L- and M-estimators in the linear model |
scientific article; zbMATH DE number 4211271 |
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Asymptotic relations between L- and M-estimators in the linear model (English)
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1990
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For the linear model the authors obtain a Bahadur-type representation for one-step L-estimators, M- and one-step M-estimators in order to study their relationships. It is shown that the order of the remainder term in this representation depends on the smoothness of the weight function for L-estimators and on the smoothness of the \(\psi\)-function for M- and one- step M-estimators. Some asymptotic relationships between these estimators based on these representations are obtained.
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asymmetric case
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multiple regression
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robust estimators
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uniform asymptotic linearity
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linear model
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Bahadur-type representation
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one-step L-estimators
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one-step M-estimators
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order of the remainder term
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smoothness of the weight function
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asymptotic relationships
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0.9346983
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0.9260906
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0.9194665
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0.9167512
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0.9155632
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