Asymptotic properties of robust three-stage procedure based on bootstrap for M-estimator

DOI10.1016/S0378-3758(02)00160-XMaRDI QIDQ1399284zbMATH OpenOpenAlexFDO

Authors Zdeňek Hlávka

Publication date 30 July 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(02)00160-x

zbMATH Keywords

bootstrapfixed-width confidence intervalsM-estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

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Cites work

• A three-stage procedure based on bootstrap critical points
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
• scientific article; zbMATH DE number 3658869 (Why is no real title available?)
• scientific article; zbMATH DE number 147163 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 1054137 (Why is no real title available?)
• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• scientific article; zbMATH DE number 854575 (Why is no real title available?)
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Probability Inequalities for Sums of Bounded Random Variables
• Robust asymptotic statistics
• Robust Statistics
• Sequential procedures based on M-estimators with discontinuous score functions
• The jackknife and bootstrap

Cited in

(4)

• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
• A Robust Confidence Interval for Location
• A three-stage procedure based on bootstrap critical points
• Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals

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