On the asymptotic distribution of multivariate M-estimates

DOI10.1016/0047-259X(78)90059-3zbMATH Open0387.62028MaRDI QIDQ1249906FDOQ1249906

Authors: Raymond J. Carroll 

Publication date: 1978

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Robust m-estimators of multivariate location and scatter
• One-Step Huber Estimates in the Linear Model
• Matrix derivatives with an application to an adaptive linear decision problem
• Robust estimation of a location parameter in the presence of asymmetry
• Title not available (Why is that?)

Cited In (2)

• How to optimize discrete-event systems from a single sample path by the score function method
• Weak convergence of bounded influence regression estimates with applications to repeated significance testing

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