Nonsmooth analysis and Fréchet differentiability of M-functionals
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Cites work
- scientific article; zbMATH DE number 3211307 (Why is no real title available?)
- A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
- Estimated sampling distributions: The bootstrap and competitors
- Optimization and nonsmooth analysis
- Robust Estimation of a Location Parameter
- Robust Statistics
- Small-sample asymptotic distributions of M-estimators of location
- The Influence Curve and Its Role in Robust Estimation
- Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
- Von Mises calculus for statistical functionals
Cited in
(25)- Fréchet and robust statistics
- Robust GMM tests for structural breaks
- Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
- scientific article; zbMATH DE number 775111 (Why is no real title available?)
- scientific article; zbMATH DE number 1341809 (Why is no real title available?)
- Robust inference with GMM estimators
- Robust estimation in the multivariate normal model with variance components
- Statistical inference for expectile-based risk measures
- Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
- Fréchet differentiability in statistical inference for time series
- Generalized influence functions and robustness analysis
- Bootstrapping analogs of the two-sample Hotelling's \(T^2\) test
- Robust statistics: a selective overview and new directions
- Uniform asymptotics for robust location estimates when the scale is unknown
- Robust inference by influence functions
- Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
- Uniform asymptotics for S- and MM-regression estimators
- Privacy-preserving parametric inference: a case for robust statistics
- A non-smooth extension of Frechet differentiability of the norm with applications to numerical ranges
- Robust estimation of parameters in a mixed unbalanced model
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- Higher-order infinitesimal robustness
- On the convergence of Newton's method when estimating higher dimensional parameters
- Bootstrapping analogs of the one way MANOVA test
- A Central Limit Theorem for M‐estimators by the von Mises Method
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