Effect of the initial estimator on the asymptotic behavior of one-step M- estimator

DOI10.1007/BF00050841MaRDI QIDQ749082zbMATH OpenOpenAlexFDO

Authors Pranab K. Sen, Jana Jurečková

Publication date 1990

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00050841

zbMATH Keywords

influence functionscore functionM-estimatorrandom change of timeone-step versionweak convergence of M-processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3934199 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Central limit theorem for Wilcoxon rank statistics process
• Functional jackknifing: Rationality and general asymptotics
• On Bahadur's Representation of Sample Quantiles
• On iterative procedures of asymptotic inference
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Summen von Produkten gemeinsam normalverteilter Zufallsvariablen

Cited in

(16)

• A goodness-of-fit test with nuisance parameters: Numerical performance
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• scientific article; zbMATH DE number 3934199 (Why is no real title available?)
• The asymptotics for studentized K-Step M-Estimators of location
• A journey in single steps: robust one-step M-estimation in linear regression
• Characterization of distributions in invariant models
• Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
• Asymptotic properties of one-step \(M\)-estimators
• Conditions of Asymptotic Normality of One-Step M-Estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
• Goodness-of-fit tests and second-order asymptotic relations
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
• The Modified-Half-Normal distribution: Properties and an efficient sampling scheme

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