On M-processes and M-estimation

DOI10.1214/aos/1176347021zbMath0701.62074OpenAlexW1976400977MaRDI QIDQ914301

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347021

zbMATH Keywords

regression quantiles asymptotic linearity distribution of quadratic forms stochastic equicontinuity least absolute deviations estimator associated M-process asymptotic behaviour of M-estimators contrast estimation large p asymptotics one-step M- estimators robust scale estimators

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

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