One-step jackknife for \(M\)-estimators computed using Newton's method
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Publication:1260724
DOI10.1007/BF00053398zbMath0772.62016MaRDI QIDQ1260724
Publication date: 25 August 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
consistency; asymptotic variance; simulation study; asymptotic equivalence; Newton's iterative method; finite sample properties; regression estimators; dispersion estimator; dispersion of \(M\)-estimators; one-step jackknife estimators
62F12: Asymptotic properties of parametric estimators
65C99: Probabilistic methods, stochastic differential equations
Cites Work
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