Tail-behavior of estimators and of their one-step versions

MaRDI QIDQ5262065zbMATH OpenFDO

Authors Jana Jurečková

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/106/

zbMATH Keywords

breakdown pointequivariant estimatortail-behavior

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Statistics of extreme values; tail inference (62G32)

Recommendations

• Tail Behavior of Regression Estimators and their Breakdown Points
• Finite sample tail behaviour of hodges-lehmann type estimators
• scientific article; zbMATH DE number 3940426
• Tail behavior and breakdown properties of equivariant estimators of location
• Functional stability of one-step GM-estimators in approximately linear regression

Cited in

(7)

• Constructing initial estimators in one-step estimation procedures of nonlinear regression
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
• Asymptotic properties of one-step \(M\)-estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• Tail behavior and breakdown properties of equivariant estimators of location
• Asymptotic and finite-sample properties in statistical estimation
• scientific article; zbMATH DE number 3940426 (Why is no real title available?)

This page was built for publication: Tail-behavior of estimators and of their one-step versions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262065)