Asymptotic behavior of iterative M-estimartors for location
In this paper, we study the Huber M-estimator for location when they are computed by a class of numerical iterative procedures. This class includes the usual method of Newton-Raphson, iterated weighted least squares and iterated winsorization. We show that under mild conditions, the numerical iterat...
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Springer-Verlag
1979
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
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| LEADER | 03976caa a22004337a 4500 | ||
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| 001 | PAPER-1364 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518203043.0 | ||
| 008 | 190411s1979 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-51649167906 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 100 | 1 | |a Klein, R. | |
| 245 | 1 | 0 | |a Asymptotic behavior of iterative M-estimartors for location |
| 260 | |b Springer-Verlag |c 1979 | ||
| 270 | 1 | 0 | |m Klein, R.; Instituto de Matemática Pura e Aplicada, Rua Luiz de Camões, 68, Rio de Janeiro, 20.060, RJ, Brazil |
| 506 | |2 openaire |e Política editorial | ||
| 504 | |a Andrews, D. F., Bickel, P. J., Hampel, F. R., Huber, P. J., Rogers, W. H. and Tukey, J. W. (1972). Robust Estimates of Location: Survey and Advances, Princeton Univ. Press; Berk, R., A Special Structure and Equivariant Estimation (1967) The Annals of Mathematical Statistics, 38, pp. 1436-1445 | ||
| 504 | |a Bickel, P.J., One-step Huber Estimates in the Linear Model (1975) Journal of the American Statistical Association, 70, pp. 428-434 | ||
| 504 | |a Collins, J.R., Robust Estimation of a Location Parameter in the Presence of Asymmetry (1976) The Annals of Statistics, 4, pp. 68-85 | ||
| 504 | |a Dutter, R., (1975) Robust Regression: Different Approaches to Numerical Solutions and Algorithms, , Research Report, n.o 6, Fachgruppe für Statistik, ETH, Zurich | ||
| 504 | |a Hampel, F.R., (1968) Contributions to the Theory of Robust Estimation, , Univ. of California, Berkeley | ||
| 504 | |a Hampel, F.R., The Influence Curve and Its Role in Robust Estimation (1974) Journal of the American Statistical Association, 69, pp. 383-393 | ||
| 504 | |a Huber, P.J., Robust Estimation of a Location Parameter (1964) The Annals of Mathematical Statistics, 35, pp. 73-101 | ||
| 504 | |a Huber, P.J., The Behavior of Maximum Likelihood estimates Under Nonstandard Conditions (1977) Proc. Fifth Berkeley Symp. Math. Statist. Prob., 1, pp. 221-223 | ||
| 504 | |a Huber, P.J., Robust Regression: Asymptotics, Conjectures and Monte Carlo (1973) The Annals of Statistics, 1, pp. 799-821 | ||
| 504 | |a Relles, D. A. (1968). Robust Regression by Modified Least Squares. Ph. D. Dissertation. Yale University; Yohai, V.J., Robust Estimation in the Linear Model (1974) The Annals of Statistics, 2, pp. 562-567 | ||
| 504 | |a Yohai, V. J. and Maronna, R. A. (1976). Asymptotic Behavior of M-estimators for the Linear Model, (To appear) | ||
| 520 | 3 | |a In this paper, we study the Huber M-estimator for location when they are computed by a class of numerical iterative procedures. This class includes the usual method of Newton-Raphson, iterated weighted least squares and iterated winsorization. We show that under mild conditions, the numerical iterative procedures converge and the resulting estimators are consistent and asymptotically normal. © 1979 Sociedade Brasileira de Matemática. |l eng | |
| 593 | |a Instituto de Matemática Pura e Aplicada, Rua Luiz de Camões, 68, Rio de Janeiro, 20.060, RJ, Brazil | ||
| 593 | |a Departamento de Matematicas, Facultad de Ciencias Exactas y Naturales, Pabellón 1, Ciudad Universitaria, Buenos Aires, Argentina | ||
| 700 | 1 | |a Yohai, V.J. | |
| 773 | 0 | |d Springer-Verlag, 1979 |g v. 10 |h pp. 27-42 |k n. 1 |p Bol. Soc. Bras. Mat |x 01003569 |t Boletim da Sociedade Brasileira de Matemática | |
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| 856 | 4 | 0 | |u https://doi.org/10.1007/BF02588338 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_01003569_v10_n1_p27_Klein |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01003569_v10_n1_p27_Klein |y Registro en la Biblioteca Digital |
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| 999 | |c 62317 | ||