Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers

DOI10.1214/aos/1176349750zbMath0598.62077OpenAlexW2006871581MaRDI QIDQ1079901

Mervyn J. Silvapullé

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aos/1176349750

zbMATH Keywords

asymptotic normalityM-estimatorsHD estimatorHuber-Dutter loss functionsimultaneous scale estimation

Mathematics Subject Classification ID

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

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