Asymptotic behavior of iterative m-estimators for the linear model

DOI10.1080/03610928108828196zbMath0484.62049OpenAlexW2057289358MaRDI QIDQ3943828

Ruben Klein, Víctor J. Yohai

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828196

zbMATH Keywords

consistencyasymptotic normalityNewton-Raphsoniteratively reweighted least squaresiterative winsorizationnumerical iterative procedures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items

M-methods in growth curve analysis

Cites Work

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• Robust estimation of a location parameter in the presence of asymmetry
• Asymptotic behavior of M-estimators for the linear model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Asymptotic behavior of iterative M-estimartors for location
• Estimation in Linear Regression Models with Disparate Data Points
• Robust regression using iteratively reweighted least-squares
• Robust regression estimators compared via monte carlo
• A data‐analytic look at Goldbach counts