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

DOI10.1007/BF02481144zbMATH Open0732.62027OpenAlexW2060789145MaRDI QIDQ808576FDOQ808576

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

Recommendations

• Asymptotic representation of L-estimators and their relations to M-estimators
• Asymptotic properties for M-estimators in linear models with dependent random errors
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
• scientific article; zbMATH DE number 809188
• The asymptotics of S-estimators in the linear regression model

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)

Cites Work

• Regression Quantiles
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Trimmed Least Squares Estimation in the Linear Model
• One-Step Huber Estimates in the Linear Model
• Iterative Solution of Nonlinear Equations in Several Variables
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• L-Estimation for Linear Models
• Asymptotic behavior of M-estimators for the linear model
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
• On some analogues to linear combinations of order statistics in the linear model
• On the asymptotic relation between L-estimators and M-estimators and their asymptotic efficiency relative to the Cramer-Rao lower bound
• The trimmed mean in the linear model
• Title not available (Why is that?)
• Bahadur representations for robust scale estimators based on regression residuals
• One-step L-estimators for the linear model
• Some asymptotic distributions in the location-scale model
• Title not available (Why is that?)
• Asymptotic representation of L-estimators and their relations to M-estimators
• Title not available (Why is that?)
• Robust Estimates of Location: Symmetry and Asymmetric Contamination

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
• Title not available (Why is that?)
• Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
• Title not available (Why is that?)
• 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

This page was built for publication: Asymptotic relations between L- and M-estimators in the linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808576)