Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency

DOI10.1214/AOS/1176346793zbMATH Open0584.62050OpenAlexW2017413905MaRDI QIDQ1069594FDOQ1069594

Stephen Portnoy

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346793

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zbMATH Keywords

asymptotic normalityconsistencyM-estimationgeneral linear modelrobustnesslinear combinations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10) Robustness and adaptive procedures (parametric inference) (62F35)

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