Asymptotics of S-weighted estimators

DOI10.1007/978-3-030-05420-5_4MaRDI QIDQ2417845zbMATH OpenOpenAlexFDO

Authors Jan Ámos Víšek

Publication date 29 May 2019

Full work available at URL https://doi.org/10.1007/978-3-030-05420-5_4

zbMATH Keywords

consistency of the SW-estimator under heteroscedasticityimplicit weightingorder statistics of the absolute values of residualsrobustness

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30)

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Cited in

(9)

• Asymptotics of generalized S-estimators
• Asymptotics of reweighted estimators of multivariate location and scatter
• \(S\)-estimates
• Weighted M-estimators for multivariate clustered data
• An asymptotic theory for weighted least-squares with weights estimated by replication
• On the asymptotic distribution of weighted least squares estimators
• Consistency of the least weighted squares regression estimator
• Optimality of the least weighted squares estimator.
• Coping with level and different type of contamination by \(SW\)-estimator

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