Asymptotic normality of M-estimates

zbMATH Open0684.93074MaRDI QIDQ1825844FDOQ1825844

Authors: V. F. Onishchenko, Alexandre B. Tsybakov 

Publication date: 1987

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

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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)

Cited In (7)

• Title not available (Why is that?)
• Asymptotic normality of the recursive M-estimators of the scale parameters
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
• Title not available (Why is that?)
• Approach to normality of mean and M-estimators of location
• Title not available (Why is that?)
• Conditions of Asymptotic Normality of One-Step M-Estimators

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