Asymptotic properties of one-step M-estimators
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Publication:5076887
DOI10.1080/03610926.2018.1487982OpenAlexW2900117068MaRDI QIDQ5076887FDOQ5076887
Authors: Yuliana Yu. Linke 
Publication date: 17 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1487982
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Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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Cited In (23)
- Simple and accurate one-sided inference based on a class of \(M\)-estimators
- Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
- Insensitivity of Nadaraya–Watson estimators to design correlation
- The asymptotics for studentized K-Step M-Estimators of location
- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
- On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter
- Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
- On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
- Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
- A note on the one-step estimator for ultrahigh dimensionality
- Constructing initial estimators in one-step estimation procedures of nonlinear regression
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
- Title not available (Why is that?)
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Conditions of Asymptotic Normality of One-Step M-Estimators
- Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
- Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process
- Mean function estimation for a noisy random process under a sparse data condition
- Toward the notion of intrinsically linear models in nonlinear regression
- On sufficient conditions for the consistency of local linear kernel estimators
- One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
- Universal kernel-type estimation of random fields
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