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Efficient high-breakdown M-estimators of scale

✍ Scribed by Christophe Croux


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
562 KB
Volume
19
Category
Article
ISSN
0167-7152

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Limiting Behavior of M-Estimators of Reg
✍ Z.D. Bai; Y. Wu πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 317 KB

Asymptotics of M-estimators of the regression coefficients in linear models (both scale-variant and scale-invariant) when the number of regression coefficients tends to infinity as the sample size increases are investigated. The main purpose of this study is to establish the asymptotic properties un