RECURSIVE M-ESTIMATORS OF LOCATION AND SCALE FOR DEPENDENT SEQUENCES

被引:0
|
作者
ENGLUND, JE
HOLST, U
RUPPERT, D
机构
[1] UNIV LUND,DEPT MATH STAT,BOX 118,S-22100 LUND,SWEDEN
[2] CORNELL UNIV,ITHACA,NY 14853
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:147 / 159
页数:13
相关论文
共 50 条
  • [31] M-estimators of location for interval-valued random elements
    Sinova, Beatriz
    [J]. CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2016, 156 : 115 - 127
  • [32] SMALL-SAMPLE ASYMPTOTIC DISTRIBUTIONS OF M-ESTIMATORS OF LOCATION
    FIELD, CA
    HAMPEL, FR
    [J]. BIOMETRIKA, 1982, 69 (01) : 29 - 46
  • [33] ON BOOTSTRAPPING M-ESTIMATORS
    LAHIRI, SN
    [J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1992, 54 : 157 - 170
  • [34] Characterizing M-estimators
    Dimitriadis, Timo
    Fissler, Tobias
    Ziegel, Johanna
    [J]. BIOMETRIKA, 2024, 111 (01) : 339 - 346
  • [35] ON INCONSISTENT M-ESTIMATORS
    FREEDMAN, DA
    DIACONIS, P
    [J]. ANNALS OF STATISTICS, 1982, 10 (02): : 454 - 461
  • [36] Asymptotic Performance of Complex M-Estimators for Multivariate Location and Scatter Estimation
    Meriaux, Bruno
    Ren, Chengfang
    El Korso, Mohammed Nabil
    Breloy, Arnaud
    Forster, Philippe
    [J]. IEEE SIGNAL PROCESSING LETTERS, 2019, 26 (02) : 367 - 371
  • [37] Robustness of confidence intervals for scale parameters based on M-estimators
    Dasiou, D
    Moyssiadis, C
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2000, 29 (12) : 2761 - 2773
  • [38] Asymptotic variance of M-estimators for dependent Gaussian random variables
    Genton, MG
    [J]. STATISTICS & PROBABILITY LETTERS, 1998, 38 (03) : 255 - 261
  • [39] ROBUST M-ESTIMATORS ON SPHERES
    KO, DJ
    CHANG, T
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1993, 45 (01) : 104 - 136
  • [40] M-estimators for isotonic regression
    Alvarez, Enrique E.
    Yohai, Victor J.
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (08) : 2351 - 2368