Effect of the initial estimator on the asymptotic behavior of one-step M-estimator
| Year of publication: |
1990
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|---|---|
| Authors: | Jurečková, Jana ; Sen, Pranab |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 42.1990, 2, p. 345-357
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| Publisher: |
Springer |
| Subject: | Influence function | M-estimator | one-step version of M-estimator | random change of time | score function | weak convergence of M-processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395561