Asymptotics of generalized S-estimators

DOI10.1006/JMVA.1994.1055MaRDI QIDQ1340286zbMATH OpenOpenAlexFDO

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

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)

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

Cited in

(23)

• A note on the uniform asymptotic normality of location M-estimates
• 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.
• scientific article; zbMATH DE number 4098504 (Why is no real title available?)
• Maximum bias curves for robust regression with non-elliptical regressors
• \(S\)-estimates
• scientific article; zbMATH DE number 3858222 (Why is no real title available?)
• Highly robust estimation of dispersion matrices
• 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
• scientific article; zbMATH DE number 709851 (Why is no real title available?)
• scientific article; zbMATH DE number 5233699 (Why is no real title available?)
• On consistency factors and efficiency of robust S-estimators
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• The asymptotics of S-estimators in the linear regression model
• Asymptotics of S-weighted estimators

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)