scientific article; zbMATH DE number 4030581

MaRDI QIDQ3771304zbMATH OpenFDO

Authors Pranab K. Sen, Jana Jurečková

Publication date 1987

Full work available at URL https://eudml.org/doc/29035

zbMATH Keywords

asymptotic linearity resultsmultiparameter stochastic processesrobust estimation in general linear modelstightnessuniform boundedness in probability

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Inequalities; stochastic orderings (60E15) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• M-estimators converging to a stable limit
• Moderate and Cramér-type large deviation theorems for M-estimators
• Boundedness of M-estimators for linear regression in time series
• Uniform bounds for norms of sums of independent random functions
• scientific article; zbMATH DE number 3864335
• scientific article; zbMATH DE number 1931548
• Multivariate probability density estimation for associated processes: Strong consistency and rates.
• Parametric estimation with a class of \(M\)-estimators

Cites work

• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Bahadur representations for robust scale estimators based on regression residuals
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Sequential procedures based on M-estimators with discontinuous score functions

Cited in

(2)

• Multiplier \(U\)-processes: sharp bounds and applications
• Linear trimmed means for the linear regression with AR(1) errors model

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