Asymptotic properties of one-step M-estimators
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Cited in
(23)- Simple and accurate one-sided inference based on a class of \(M\)-estimators
- Universal kernel-type estimation of random fields
- Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
- Insensitivity of Nadaraya–Watson estimators to design correlation
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- Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation
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- 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
- Constructing initial estimators in one-step estimation procedures of nonlinear regression
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
- A note on the one-step estimator for ultrahigh dimensionality
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- 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
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