Asymptotic representation of L-estimators and their relations to M-estimators
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Publication:4721405
DOI10.1080/07474948608836108zbMath0614.62051OpenAlexW2033656264MaRDI QIDQ4721405
Publication date: 1986
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948608836108
linear combination of order statisticsstudentizationM- estimatorBahadur-type representationL-estimator
Related Items (3)
Adaptive choice of trimming proportions ⋮ Computational aspects of adaptive combination of least squares and least absolute deviations estimators ⋮ Asymptotic relations between L- and M-estimators in the linear model
Cites Work
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- An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
- On Some Robust Estimates of Location
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- Robust Statistics
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