ON INCONSISTENT M-ESTIMATORS

被引:26
|
作者
FREEDMAN, DA [1 ]
DIACONIS, P [1 ]
机构
[1] STANFORD UNIV, DEPT STAT, STANFORD, CA 94305 USA
来源
ANNALS OF STATISTICS | 1982年 / 10卷 / 02期
关键词
D O I
10.1214/aos/1176345786
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:454 / 461
页数:8
相关论文
共 50 条
  • [1] INCONSISTENT M-ESTIMATORS - NONLINEAR-REGRESSION WITH MULTIPLICATIVE ERROR
    BHATTACHARYYA, BB
    KHOSHGOFTAAR, TM
    RICHARDSON, GD
    [J]. STATISTICS & PROBABILITY LETTERS, 1992, 14 (05) : 407 - 411
  • [2] Redescending M-estimators
    Shevlyakov, Georgy
    Morgenthaler, Stephan
    Shurygin, Alexander
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2008, 138 (10) : 2906 - 2917
  • [3] Characterizing M-estimators
    Dimitriadis, Timo
    Fissler, Tobias
    Ziegel, Johanna
    [J]. BIOMETRIKA, 2024, 111 (01) : 339 - 346
  • [4] ON BOOTSTRAPPING M-ESTIMATORS
    LAHIRI, SN
    [J]. SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1992, 54 : 157 - 170
  • [5] M-ESTIMATORS AND GNOSTICAL ESTIMATORS OF LOCATION
    NOVOVICOVA, J
    [J]. PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1989, 18 (06): : 397 - 407
  • [6] Unimodality and the asymptotics of M-estimators
    Hallin, M
    [J]. L(1)-STATISTICAL PROCEDURES AND RELATED TOPICS, 1997, 31 : 47 - 56
  • [7] Stable Asymptotics for M-estimators
    La Vecchia, Davide
    [J]. INTERNATIONAL STATISTICAL REVIEW, 2016, 84 (02) : 267 - 290
  • [8] Best monotone M-estimators
    Kolkiewicz, AW
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2003, 31 (03): : 329 - 347
  • [9] M-estimators for isotonic regression
    Alvarez, Enrique E.
    Yohai, Victor J.
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (08) : 2351 - 2368
  • [10] Moment convergence of M-estimators
    Nishiyama, Yoichi
    [J]. STATISTICA NEERLANDICA, 2010, 64 (04) : 505 - 507