Asymptotic behavior of iterative M-estimartors for location

DOI10.1007/BF02588338zbMath0442.62034OpenAlexW2084415399MaRDI QIDQ3884981

Ruben Klein, Víctor J. Yohai

Publication date: 1979

Published in: Boletim da Sociedade Brasileira de Matemática (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02588338

zbMATH Keywords

consistencyasymptotic normalityNewton-Raphson methodM-estimatorswinsorizationlocation parameterweighted least squaresspeed of convergenceiterative procedures

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

General m-esttmators and applications to bounded influence estimation for non-linear regression ⋮ Asymptotic behavior of iterative m-estimators for the linear model

Cites Work

• Robust estimation of a location parameter in the presence of asymmetry
• Asymptotic behavior of M-estimators for the linear model
• Robust estimation in the linear model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The Influence Curve and Its Role in Robust Estimation
• One-Step Huber Estimates in the Linear Model
• Robust Estimation of a Location Parameter
• A Special Group Structure and Equivariant Estimation
• Robust Estimates of Location: Survey and Advances

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