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Description
| - In this paper we find verifiable regularity conditions to ensure that S-estimators of scale and regression and MM-estimators of regression are uniformly consistent and uniformly asymptotically normally distributed over contamination neighbourhoods. Moreover, we show how to calculate the size of these neighbour- hoods. In particular, we find that, for MM-estimators computed with Tukey's family of bisquare score functions, there is a trade-off between the size of these neighbourhoods and both the breakdown point of the S-estimators and the leverage of the contamination that is allowed in the neighbourhood. These results extend previous work of Salibian-Barrera and Zamar for location-scale to the linear regression model.
- In this paper we find verifiable regularity conditions to ensure that S-estimators of scale and regression and MM-estimators of regression are uniformly consistent and uniformly asymptotically normally distributed over contamination neighbourhoods. Moreover, we show how to calculate the size of these neighbour- hoods. In particular, we find that, for MM-estimators computed with Tukey's family of bisquare score functions, there is a trade-off between the size of these neighbourhoods and both the breakdown point of the S-estimators and the leverage of the contamination that is allowed in the neighbourhood. These results extend previous work of Salibian-Barrera and Zamar for location-scale to the linear regression model. (en)
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Title
| - Uniform asymptotics for S- and MM-regression estimators
- Uniform asymptotics for S- and MM-regression estimators (en)
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skos:prefLabel
| - Uniform asymptotics for S- and MM-regression estimators
- Uniform asymptotics for S- and MM-regression estimators (en)
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skos:notation
| - RIV/00216208:11320/10:10050516!RIV11-MSM-11320___
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/00216208:11320/10:10050516
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - S-estimators; MM-estimators; Asymptotic distribution (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - Annals of the Institute of Statistical Mathematics
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Omelka, Marek
- Salibián-Barrera, Matias
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http://linked.open...ain/vavai/riv/wos
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issn
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number of pages
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http://localhost/t...ganizacniJednotka
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is http://linked.open...avai/riv/vysledek
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