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A generalization of asymptotically linear estimators

✍ Scribed by W. Wefelmeyer

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
326 KB
Volume
11
Category
Article
ISSN
0167-7152

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An \(S\)-estimator of regression is obtained by minimizing an \(M\)-estimator of scale applied to the residuals \(r_{i}\). On the other hand, a generalized \(S\)-estimator (or \(G S\) estimator) minimizes an \(M\)-estimator of scale based on all pairwise differences \(r_{i}-r_{j}\). Generalized \(S\