On locally uniformly linearizable high breakdown location and scale functionals

DOI10.1214/AOS/1024691090zbMATH Open0929.62059OpenAlexW2123404383MaRDI QIDQ1807100FDOQ1807100

Authors: Laurie Davies 

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691090

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zbMATH Keywords

stabilitycoarseninguniform asymptoticsuniform bootstrappinguniform linearizability

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric statistical resampling methods (62G09)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Robust Estimation of a Location Parameter
• Robust Statistics
• Data. A collection of problems from many fields for the student and research worker
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• The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Robust asymptotic statistics
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• Descriptive statistics for non-parametric models. III: Dispersion
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• Efficient high-breakdown \(M\)-estimators of scale
• Data features1
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• Functional calculus and asymptotic theory for statistical analysis
• Aspects of robust linear regression
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• Birth processes and symmetric polynomials

Cited In (8)

• Estimators of Influence Function
• Uniform strong consistency of robust estimators.
• Optimal robust \(M\)-estimates of location
• Uniform asymptotics for robust location estimates when the scale is unknown
• Another approach to asymptotics and bootstrap of randomly trimmed means
• Uniform asymptotics for S- and MM-regression estimators
• Differentiability of \(t\)-functionals of location and scatter
• A note on the uniform asymptotic normality of location M-estimates

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