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

zbMATH Open1316.62099MaRDI QIDQ5262065FDOQ5262065

Authors: Jana Jurečková 

Publication date: 13 July 2015

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

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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)

Cited In (7)

• Asymptotic and finite-sample properties in statistical estimation
• Title not available (Why is that?)
• Tail behavior and breakdown properties of equivariant estimators of location
• 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

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