A remark on approximate M-estimators

DOI10.1016/S0167-7152(98)00038-8MaRDI QIDQ1265982zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 21 September 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00038-8

zbMATH Keywords

asymptotic normalityM-estimatorsLAD regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Asymptotics for \(M\)-estimators defined by convex minimization
• scientific article; zbMATH DE number 29664
• Approximations for marginal densities of M‐estimators
• Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model

Cites work

• scientific article; zbMATH DE number 3883309 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3978035 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3605767 (Why is no real title available?)
• scientific article; zbMATH DE number 3266215 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Cox's regression model for counting processes: A large sample study
• Least Absolute Deviations Curve-Fitting
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• Robust Estimation of a Location Parameter

Cited in

(10)

• Parametric estimation with a class of \(M\)-estimators
• Fréchet change-point detection
• scientific article; zbMATH DE number 3934199 (Why is no real title available?)
• New Insights Into the Statistical Properties of <inline-formula> <tex-math notation="LaTeX">$M$</tex-math> </inline-formula>-Estimators
• A Remark on Consistent Estimation
• scientific article; zbMATH DE number 790618 (Why is no real title available?)
• Asymptotics for \(M\)-estimators defined by convex minimization
• An approximation for analyzing a broad class of implicitly and explicitly defined estimators
• scientific article; zbMATH DE number 766483 (Why is no real title available?)
• A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains

This page was built for publication: A remark on approximate \(M\)-estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1265982)