Asymptotics of generalized S-estimators

DOI10.1006/JMVA.1994.1055zbMATH Open0815.62012OpenAlexW2024499973MaRDI QIDQ1340286FDOQ1340286

Authors: Christophe Croux, Ola G. Hössjer, Peter Rousseeuw 

Publication date: 29 June 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1055

Recommendations

• scientific article; zbMATH DE number 709851
• Generalized S-Estimators
• A generalization of asymptotically linear estimators
• Asymptotics of S-weighted estimators
• A general asymptotic theory of \(M\)-estimators. II

zbMATH Keywords

outliersasymptotic normalityresidualsasymptotic efficiencyM-estimatorrobust estimatorhigh breakdown pointscale estimatorgeneralized S-estimatorS- estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (23)

• Strong convergence rate of the least median absolute estimator in linear regression models
• An asymptotics look at the generalized inference
• On the optimality of S-estimators
• Asymptotics of statistical estimators of integral curves
• Uniform strong consistency of robust estimators.
• Title not available (Why is that?)
• Maximum bias curves for robust regression with non-elliptical regressors
• \(S\)-estimates
• Highly robust estimation of dispersion matrices
• Title not available (Why is that?)
• On the global robustness of generalized S-estimators
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter
• Uniform asymptotics for S- and MM-regression estimators
• The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
• Generalized S-Estimators
• Multivariate generalized S-estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On consistency factors and efficiency of robust \(S\)-estimators
• The asymptotics of S-estimators in the linear regression model
• Asymptotics of S-weighted estimators
• A note on the uniform asymptotic normality of location M-estimates

This page was built for publication: Asymptotics of generalized \(S\)-estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1340286)