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

DOI10.1016/S0378-3758(02)00160-XzbMath1015.62027OpenAlexW1973971703MaRDI QIDQ1399284

Zdeněk 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

bootstrapM-estimatorsfixed-width confidence intervals

Mathematics Subject Classification ID

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

Related Items

Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

Cites Work

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• Asymptotic theory of triple sampling for sequential estimation of a mean
• Sequential procedures based on M-estimators with discontinuous score functions
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Robust asymptotic statistics
• The jackknife and bootstrap
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• A three-stage procedure based on bootstrap critical points
• Probability Inequalities for Sums of Bounded Random Variables
• Robust Statistics

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