ON L-ESTIMATORS VIEWED AS M-ESTIMATORS

被引：0
|
作者：
SINDELAR, J
机构：
来源：
KYBERNETIKA | 1994年 / 30卷 / 05期
关键词：
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Arithmetical mean and median usually serve as basic examples of M-estimators ([5]). Both of them are L-estimators. Thus there is a natural question whether there are some other L-estimators which are M-estimators as well. We shall show that, with rare exceptions, this is not the case. More precisely, we shall show that the arithmetical mean and empirical quantiles are the only L-estimators with nonnegative coefficients having a nontrivial psi-function.
引用
收藏
页码：551 / 562
页数：12
相关论文
共 50 条
  • [31] Regression clustering with redescending M-estimators
    Garlipp, T
    Müller, CH
    [J]. INNOVATIONS IN CLASSIFICATION, DATA SCIENCE, AND INFORMATION SYSTEMS, 2005, : 38 - 45
  • [32] Influence functions for penalized M-estimators
    Avella-Medina, Marco
    [J]. BERNOULLI, 2017, 23 (4B) : 3178 - 3196
  • [33] M-ESTIMATORS OF SCATTER WITH EIGENVALUE SHRINKAGE
    Ollila, Esa
    Palomar, Daniel P.
    Pascal, Frederic
    [J]. 2020 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2020, : 5305 - 5309
  • [34] Continuous M-estimators and their interpolation by polynomials
    Pang, JS
    Yu, TPY
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 2004, 42 (03) : 997 - 1017
  • [35] The bias and skewness of M-estimators in regression
    Withers, Christopher
    Nadarajah, Saralees
    [J]. ELECTRONIC JOURNAL OF STATISTICS, 2010, 4 : 1 - 14
  • [36] ON SHRINKAGE M-ESTIMATORS OF LOCATION PARAMETERS
    SALEH, AKME
    SEN, PK
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (10) : 2313 - 2329
  • [37] MMLEs are as good as M-estimators or better
    Tiku, Mod L.
    Surucu, Baris
    [J]. STATISTICS & PROBABILITY LETTERS, 2009, 79 (07) : 984 - 989
  • [38] Self-tuning M-estimators
    Agamennoni, G.
    Furgale, P.
    Siegwart, R.
    [J]. 2015 IEEE INTERNATIONAL CONFERENCE ON ROBOTICS AND AUTOMATION (ICRA), 2015, : 4628 - 4635
  • [39] M-estimators of location for functional data
    Sinova, Beatriz
    Gonzalez-Rodriguez, Gil
    Van Aelst, Stefan
    [J]. BERNOULLI, 2018, 24 (03) : 2328 - 2357
  • [40] On the asymptotics of constrained local M-estimators
    Shapiro, A
    [J]. ANNALS OF STATISTICS, 2000, 28 (03): : 948 - 960
12345