Convergence of the optimal M-estimator over a parametric family of M-estimators

DOI10.1007/BF02595407MaRDI QIDQ2387148zbMATH OpenFDO

Authors Miguel A. Arcones

Publication date 1 September 2005

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02595407

zbMATH Keywords

Huber estimatorVapnis-Cervonenkis

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A simple and competitive estimator of location
• Adaptive choice of trimming proportions
• Adaptive maximum likelihood estimators of a location parameter
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• scientific article; zbMATH DE number 3596100 (Why is no real title available?)
• scientific article; zbMATH DE number 3994758 (Why is no real title available?)
• Large sample properties of Jaeckel's adaptive trimmed mean
• New concentration inequalities in product spaces
• Optimal robust \(M\)-estimates of location
• Robust estimation in the linear model
• Robust Estimation of a Location Parameter
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• Some Flexible Estimates of Location
• The Method of Least Squares and Some Alternatives: Part I
• The Method of Least Squares and Some Alternatives: Part II
• The Method of Least Squares and Some Alternatives: Part III
• The Method of Least Squares and Some Alternatives: Part IV
• The Method of Least Squares and Some Alternatives: Part V
• Uniform Central Limit Theorems
• Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions

Cited in

(2)

• Parametric estimation with a class of \(M\)-estimators
• A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression

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