Asymptotic behavior of iterative M-estimartors for location

In this paper, we study the Huber M-estimator for location when they are computed by a class of numerical iterative procedures. This class includes the usual method of Newton-Raphson, iterated weighted least squares and iterated winsorization. We show that under mild conditions, the numerical iterat...

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Publicado: 1979
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01003569_v10_n1_p27_Klein
http://hdl.handle.net/20.500.12110/paper_01003569_v10_n1_p27_Klein
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_01003569_v10_n1_p27_Klein
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spelling paper:paper_01003569_v10_n1_p27_Klein2023-06-08T15:10:11Z Asymptotic behavior of iterative M-estimartors for location In this paper, we study the Huber M-estimator for location when they are computed by a class of numerical iterative procedures. This class includes the usual method of Newton-Raphson, iterated weighted least squares and iterated winsorization. We show that under mild conditions, the numerical iterative procedures converge and the resulting estimators are consistent and asymptotically normal. © 1979 Sociedade Brasileira de Matemática. 1979 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01003569_v10_n1_p27_Klein http://hdl.handle.net/20.500.12110/paper_01003569_v10_n1_p27_Klein
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
description In this paper, we study the Huber M-estimator for location when they are computed by a class of numerical iterative procedures. This class includes the usual method of Newton-Raphson, iterated weighted least squares and iterated winsorization. We show that under mild conditions, the numerical iterative procedures converge and the resulting estimators are consistent and asymptotically normal. © 1979 Sociedade Brasileira de Matemática.
title Asymptotic behavior of iterative M-estimartors for location
spellingShingle Asymptotic behavior of iterative M-estimartors for location
title_short Asymptotic behavior of iterative M-estimartors for location
title_full Asymptotic behavior of iterative M-estimartors for location
title_fullStr Asymptotic behavior of iterative M-estimartors for location
title_full_unstemmed Asymptotic behavior of iterative M-estimartors for location
title_sort asymptotic behavior of iterative m-estimartors for location
publishDate 1979
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01003569_v10_n1_p27_Klein
http://hdl.handle.net/20.500.12110/paper_01003569_v10_n1_p27_Klein
_version_ 1768543318037233664

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