Asymptotic properties of some classes of M-estimates

DOI10.1007/BF02733103MaRDI QIDQ1280904zbMATH OpenFDO

Authors Pavel S. Knopov

Publication date 28 April 1999

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

Full work available at URL https://doi.org/10.1007/BF02733103

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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• scientific article; zbMATH DE number 758222 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes
• Properties of empirical estimates in stochastic optimization and identification problems
• Robust Statistics

Cited in

(14)

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

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