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

DOI10.1007/BF00050841zbMATH Open0712.62024OpenAlexW1983927081MaRDI QIDQ749082FDOQ749082

Jana Jurečková, Pranab K. Sen

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)

Cites Work

• On Bahadur's Representation of Sample Quantiles
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• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Functional jackknifing: Rationality and general asymptotics
• Central limit theorem for Wilcoxon rank statistics process
• Summen von Produkten gemeinsam normalverteilter Zufallsvariablen
• On iterative procedures of asymptotic inference

Cited In (14)

• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• A goodness-of-fit test with nuisance parameters: Numerical performance
• Title not available (Why is that?)
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression
• The asymptotics for studentized K-Step M-Estimators of location
• Asymptotic properties of one-step M-estimators
• A journey in single steps: robust one-step \(M\)-estimation in linear regression
• Characterization of distributions in invariant models
• One-stepM-estimators: Jones and Faddy's skewedt-distribution
• Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
• Conditions of Asymptotic Normality of One-Step M-Estimators
• Goodness-of-fit tests and second-order asymptotic relations
• The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
• Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

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