On the asymptotic distribution of multivariate M-estimates

DOI10.1016/0047-259X(78)90059-3MaRDI QIDQ1249906zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3553600 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Matrix derivatives with an application to an adaptive linear decision problem
• One-Step Huber Estimates in the Linear Model
• Robust estimation of a location parameter in the presence of asymmetry
• Robust m-estimators of multivariate location and scatter

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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