Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
From MaRDI portal
Publication:3803994
DOI10.1080/03610928708829500zbMath0656.62041OpenAlexW2042962734MaRDI QIDQ3803994
Stephen L. Portnoy, Jana Jureckova
Publication date: 1987
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829500
efficiencyM-estimatorbreakdown-pointasymptotic linearity of M- estimatorsnot everyhwere differentiable kernels
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
The bias of \(k\)-step M-estimators, Reweighting approximate GM estimators: Asymptotics and residual-based graphics, Asymptotic properties of one-step M-estimators, Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression, Regression with outlier shrinkage, The asymptotics for studentized K-Step M-Estimators of location, One-stepM-estimators: Jones and Faddy's skewedt-distribution, Robust regression with high coverage., A local breakdown property of robust tests in linear regression, An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator, On the optimality of S-estimators, Trimming and likelihood: Robust location and dispersion estimation in the elliptical model, Functional stability of one-step GM-estimators in approximately linear regression, Scale calibration for high-dimensional robust regression, On the diversity of estimates., Breakdown bounds and expected test resistance, A journey in single steps: robust one-step \(M\)-estimation in linear regression, Asymptotic relations between L- and M-estimators in the linear model, A robust and efficient adaptive reweighted estimator of multivariate location and scatter., Asymptotic and Finite-Sample Properties in Statistical Estimation, The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators, Unconventional features of positive-breakdown estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite sample breakdown of M- and P-estimators
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- On almost sure expansions for M-estimates
- Least Median of Squares Regression
- Robust regression using repeated medians
- One-Step Huber Estimates in the Linear Model