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Volumn 47, Issue 4, 2004, Pages 628-639

On asymptotics of t-type regression estimation in multiple linear model

Author keywords

Asymptotic normality; Consistency; M estimator; One step estimate; T type regression estimator

Indexed keywords


EID: 5644249792     PISSN: 10069283     EISSN: None     Source Type: Journal    
DOI: 10.1360/03ys0020     Document Type: Article
Times cited : (16)

References (13)
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    • Rousseeuw, P.J.1    Yohai, V.2
  • 3
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    • He, X.1
  • 4
    • 0041115994 scopus 로고
    • Asymptotic behavior of general M-estimates for regression and scale with random carries
    • Maronna, R. A, Yohai, V. J., Asymptotic behavior of general M-estimates for regression and scale with random carries, Z. Wahr. Ver. Geb., 1981, 58: 7-21.
    • (1981) Z. Wahr. Ver. Geb. , vol.58 , pp. 7-21
    • Maronna, R.A.1    Yohai, V.J.2
  • 6
    • 0032345498 scopus 로고    scopus 로고
    • Functional stability of one-step GM-estimators in approximately linear regression
    • Simpson, D. G., Yohai, V. J., Functional stability of one-step GM-estimators in approximately linear regression, Ann. Statist., 1998, 26: 1147-1169.
    • (1998) Ann. Statist. , vol.26 , pp. 1147-1169
    • Simpson, D.G.1    Yohai, V.J.2
  • 7
    • 0009409250 scopus 로고    scopus 로고
    • Breakdown points of t-type regression estimators
    • He, X., Simpson, D. G.,Wang, G. Y., Breakdown points of t-type regression estimators, Biometrika, 2000, 87: 675-687.
    • (2000) Biometrika , vol.87 , pp. 675-687
    • He, X.1    Simpson, D.G.2    Wang, G.Y.3
  • 9
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm
    • with Discussion
    • Dempster, A. P., Laird, N. M., Rubin, D. B., Maximum likelihood from incomplete data via the EM algorithm (with Discussion), J. R. Statist. Soc., 1977, B39: 1-38.
    • (1977) J. R. Statist. Soc. , vol.B39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 10
    • 84936853890 scopus 로고
    • A test of missing completely at random for multivariate data with missing values
    • Little, R. J. A., A test of missing completely at random for multivariate data with missing values, J. Amer. Statist. Assoc., 1988, 83: 1198-1202.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 1198-1202
    • Little, R.J.A.1
  • 12
    • 0000789842 scopus 로고
    • Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
    • Davies, P. L., Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices, Ann. Statist., 1987, 15: 1269-1292.
    • (1987) Ann. Statist. , vol.15 , pp. 1269-1292
    • Davies, P.L.1
  • 13
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    • Empirical processes: Theory and applications
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    • Pollard, D., Empirical processes: Theory and applications, NSF-CBMS Regional Conference Series in Probability and Statistics, Volume 2, Hayward, California: Institute of Mathematical Statistics, 1990.
    • (1990) NSF-CBMS Regional Conference Series in Probability and Statistics , vol.2
    • Pollard, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.