Asymptotic properties of some classes of M-estimates

DOI10.1007/BF02733103zbMATH Open0938.62018MaRDI QIDQ1280904FDOQ1280904

Authors: Pavel S. Knopov 

Publication date: 28 April 1999

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

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Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Robust Statistics
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• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• Properties of empirical estimates in stochastic optimization and identification problems
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Cited In (13)

• Optimization and identification of stochastic systems
• Asymptotic properties of the method of observed means for nonstationary random fields
• Some approaches to financial risk assessment
• Continuous-time switching regression method with unknown switching points
• Asymptotic properties of MMM-classes
• Asymptotic normality of M-estimates
• Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations
• Asymptotic results for model robust regression
• Asymptotic properties of the method of observed mean for homogeneous random fields
• M-estimates: a review and application for decision-making under uncertainty
• Some applied problems from random field theory
• Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter
• The Cauchy mean value property for M-estimates

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