Asymptotic normality of M-estimates

MaRDI QIDQ1825844zbMATH OpenFDO

Authors V. F. Onishchenko, Alexandre B. Tsybakov

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic efficiencyrobustnesswhitened M-estimates

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cited in

(7)

• scientific article; zbMATH DE number 7108251 (Why is no real title available?)
• scientific article; zbMATH DE number 6121104 (Why is no real title available?)
• Asymptotic normality of the recursive M-estimators of the scale parameters
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
• Conditions of Asymptotic Normality of One-Step M-Estimators
• scientific article; zbMATH DE number 4090565 (Why is no real title available?)
• Approach to normality of mean and M-estimators of location

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