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Volumn 63, Issue 1, 1997, Pages 119-135

General M-estimation

Author keywords

Asymptotics; General M estimation; Multivariate linear model

Indexed keywords


EID: 0031256778     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1694     Document Type: Article
Times cited : (29)

References (17)
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  • 2
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    • M-estimation of multivariate linear regression by minimizing the difference of two convex functions
    • to appear
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    • Bai, Z.1    Rao, C.R.2    Wu, Y.3
  • 3
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  • 4
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    • One-step Huber estimates in the linear model
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    • Bickel, P.J.1
  • 7
    • 0043280953 scopus 로고
    • Improvements of the Naive approach to estimation in nonlinear error-in-variables regression models
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    • Gleser, L.J.1
  • 9
    • 84972994117 scopus 로고
    • Asymptotic normality of R-estimates in the linear model
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    • (1988) Statistics , vol.19 , pp. 173-184
    • Heiler, S.1    Willers, R.2
  • 10
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
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    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 12
    • 0001033261 scopus 로고
    • Robust regression
    • [12] Huber, P. J. (1973). Robust regression. Ann. Statist. 1 799-821.
    • (1973) Ann. Statist. , vol.1 , pp. 799-821
    • Huber, P.J.1
  • 14
    • 0002862560 scopus 로고
    • Robust estimation in autoregressive models
    • Vol. (D. R. Brillinger and G. C. Tiao, Eds.), IMS Publication, Haywood CA
    • [14] Martin, R. D. (1980). Robust estimation in autoregressive models. In Directions in Time Series Vol. (D. R. Brillinger and G. C. Tiao, Eds.), pp. 228-254. IMS Publication, Haywood CA.
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    • Martin, R.D.1
  • 15
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    • Robust methods for time series
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    • Martin, R.D.1
  • 16
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    • The effects of measurement error on parameter estimation
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    • Stefanski, L.A.1
  • 17
    • 0000007831 scopus 로고
    • Asymptotic behavior of M-estimators for the linear model
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    • Yohai, V.J.1    Maronna, R.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.