The calculus of M-estimation

American Statistician

Volumn 56, Issue 1, 2002, Pages 29-38

  Stefanski, Leonard A ^a   Boos, Dennis D ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Asymptotic variance; Central limit theorem; Estimating equations; Large sample inference; M estimator; Maple

Indexed keywords

EID: 0036003718     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/000313002753631330     Document Type: Article

References (19)

1. A delta method for implicitly defined random variables
2. Regression for longitudinal data: A bridge from least squares regression
3. An optimum property of regular maximum likelihood estimation
4. The influence curve and its role in robust estimation
5. Estimates of location based on rank rests
6. Robust estimation of a location parameter
7. The behavior of maximum likelihood estimates under non-standard conditions
8. Robust regression: Asymptotics, conjectures and Monte Carlo
9. The effects on convergence of substituting parameter estimates into u-statistics and other families of statistics
10. Variance estimation in spatial regression using a nonparametric semivariogram based on residuals
11. Longitudinal data analysis using generalized linear models
12. Weighted empirical adaptive variance estimators for correlated data regression
13. On the asymptotic normality of statistics with estimated parameters
14. Testing the goodness of fit of the binomial distribution