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Volumn 38, Issue 3, 1998, Pages 255-261

Asymptotic variance of M-estimators for dependent Gaussian random variables

Author keywords

Asymptotic efficiency; Asymptotic variance; Dependent data; Location; M estimator; Robustness; Scale

Indexed keywords


EID: 0032525497     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00026-1     Document Type: Article
Times cited : (7)

References (15)
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    • Bustos, O.H., 1982. General M-estimates for contaminated pth order autoregressive processes: consistency and asymptotic normality. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete. 59, 491-504.
    • (1982) Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete , vol.59 , pp. 491-504
    • Bustos, O.H.1
  • 5
    • 0002485879 scopus 로고
    • Sample functions of the Gaussian process
    • Dudley, R., 1973. Sample functions of the Gaussian process. Ann. Probab. 1, 66-103.
    • (1973) Ann. Probab. , vol.1 , pp. 66-103
    • Dudley, R.1
  • 6
    • 0000155392 scopus 로고
    • The behavior of robust estimators on dependent data
    • Gastwirth, J.L., Rubin, H., 1975. The behavior of robust estimators on dependent data. Ann. Statist. 3, 1070-1100.
    • (1975) Ann. Statist. , vol.3 , pp. 1070-1100
    • Gastwirth, J.L.1    Rubin, H.2
  • 7
    • 0001956586 scopus 로고
    • The change-of-variance function of M-estimators of scale under general contamination
    • Genton, M.G., Rousseeuw, P.J., 1995. The change-of-variance function of M-estimators of scale under general contamination. J. Comput. Appl. Math. 64, 69-80.
    • (1995) J. Comput. Appl. Math. , vol.64 , pp. 69-80
    • Genton, M.G.1    Rousseeuw, P.J.2
  • 8
    • 0010071160 scopus 로고
    • Correlations of functions of normal variables
    • Gutmann, S., 1978. Correlations of functions of normal variables. J. Multivariate Anal. 8, 575-578.
    • (1978) J. Multivariate Anal. , vol.8 , pp. 575-578
    • Gutmann, S.1
  • 10
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P.J., 1964. Robust estimation of a location parameter. Ann. Math. Statist. 35, 73-101.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 12
    • 0000171374 scopus 로고
    • Robust statistics: A review
    • Huber, P.J., 1972. Robust statistics: a review. Ann. Math. Statist. 43, 1041-1067.
    • (1972) Ann. Math. Statist. , vol.43 , pp. 1041-1067
    • Huber, P.J.1
  • 14
    • 0001893596 scopus 로고
    • Robust estimation in dependent situations
    • Portnoy, S., 1977. Robust estimation in dependent situations. Ann. Statist. 5, 22-43.
    • (1977) Ann. Statist. , vol.5 , pp. 22-43
    • Portnoy, S.1
  • 15
    • 0001137566 scopus 로고
    • Further remarks on robust estimation in dependent situations
    • Portnoy, S., 1979. Further remarks on robust estimation in dependent situations. Ann. Statist. 7, 224-231.
    • (1979) Ann. Statist. , vol.7 , pp. 224-231
    • Portnoy, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.