Asymptotic properties of weighted M-estimators for clustered data

被引：1
|
作者：
El Asri, Mohammed [1 ]
机构：
[1] Univ Avignon & Pays Vaucluse, Lab Math Avignon, F-84000 Avignon, France
来源：
COMPTES RENDUS MATHEMATIQUE | 2013年 / 351卷 / 11-12期
关键词：
D O I：
10.1016/j.crma.2013.04.017
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study the class of weighted M-estimators, which is a variant of M-estimators introduced by Huber in 1964 for the study of robustness. We give sufficient conditions to establish the consistency and asymptotic normality of these estimators for clustered data. (C) 2013 Academie des sciences. Publie par Elsevier Masson SAS. Tous droits reserves.
引用
收藏
页码：491 / 493
页数：3
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