Asymptotic relations between L- and M-estimators in the linear model

DOI10.1007/BF02481144MaRDI QIDQ808576zbMATH OpenOpenAlexFDO

Authors Alan H. Welsh, 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/bf02481144

zbMATH Keywords

linear modelmultiple regressionuniform asymptotic linearityrobust estimatorsorder of the remainder termasymmetric caseasymptotic relationshipsBahadur-type representationone-step L-estimatorsone-step M-estimatorssmoothness of the weight function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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• Regression Quantiles
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Cited in

(12)

• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• On L-estimation in linear models
• The asymptotics for studentized K-Step M-Estimators of location
• A journey in single steps: robust one-step M-estimation in linear regression
• Finite sample properties of adaptive regression estimators
• scientific article; zbMATH DE number 3866381 (Why is no real title available?)
• Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
• scientific article; zbMATH DE number 1087960 (Why is no real title available?)
• Asymptotic representation of L-estimators and their relations to M-estimators
• The Linear l₁ Estimator and the Huber M-Estimator
• Some aspects of hadamard differentiability on regressionL-estimators
• One-step L-estimators for the linear model

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