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M Estimates

  • Anirban DasGupta
Part of the Springer Texts in Statistics book series (STS)

Keywords

Asymptotic Normality Asymptotic Variance Multivariate Normal Distribution Multiple Root Unique Root 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Bose, A. (1998). Bahadur representation of M estimates, Ann. Stat., 26(2), 771–777.MATHCrossRefGoogle Scholar
  2. Carroll, R.J. (1978). On the asymptotic distribution of multivariate M estimates, J. Multivar Anal., 8(3), 361–371.MATHCrossRefGoogle Scholar
  3. He, X. and Shao, Q-M. (1996). A general Bahadur representation of M estimators and its application to linear regression with nonstochastic designs, Ann. Stat., 24(6), 2608–2630.MATHCrossRefMathSciNetGoogle Scholar
  4. Huber, P.J. (1964). Robust estimation of a location parameter, Ann. Math. Stat., 35, 73–101.CrossRefMathSciNetGoogle Scholar
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  7. Maronna, R. (1976). Robust M estimation of multivariate location and scatter, Ann. Stat., 4(1), 51–67.MATHCrossRefMathSciNetGoogle Scholar
  8. Sen, P.K. and Singer, J. (1993). Large Sample Methods in Statistics: An Introduction with Applications, Chapman and Hall, New York.Google Scholar
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  10. van der Vaart, A. (1998). Asymptotic Statistics, Cambridge University Press, Cambridge.MATHGoogle Scholar

Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Anirban DasGupta
    • 1
  1. 1.Department of StatisticsPurdue UniversityWest Lafayette

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