A general asymptotic theory of M-estimators. II

MaRDI QIDQ876770zbMATH OpenFDO

Authors Friedrich Liese, Igor Vajda

Publication date 27 April 2007

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitylinear regressionnonlinear regression\(M\)-estimatorsrobust estimatorsasymptotic variances and covariancesregression quintiles

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(21)

• On the strong consistency of asymptotic \(M\)-estimators
• Robust median estimator in logistic regression
• On asymptotic normality in nonlinear regression
• Singular asymptotic normality of an estimator in the conic section fitting problem. II
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• A simplified approach to M-estimation with application to two-stage estimators
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• Robust median estimator for generalized linear models with binary responses
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• Asymptotic normality of M-estimates
• On asymptotically optimal estimates for general observations
• Continuity and differentiability of regression M functionals
• Asymptotic normality of quadratic estimators
• Asymptotics of M-estimators in two-phase linear regression models.
• Asymptotics of generalized S-estimators
• Asymptotic Theory for M-Estimators of Boundaries
• M-estimation for discrete data: Asymptotic distribution theory and implications
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