Uniform asymptotics for S- and MM-regression estimators
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Volume (Year): 62 (2010)
Issue (Month): 5 (October)
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References listed on IDEAS
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- Matias Salibian-Barrera, 2006. "The Asymptotics of MM-Estimators for Linear Regression with Fixed Designs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(3), pages 283-294, June.
- José Berrendero & Ruben Zamar, 2006. "A note on the uniform asymptotic normality of location M-estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(1), pages 55-69, February.
- Berrendero, José R. & Zamar, Ruben H., 1999. "Global robustness of location and dispersion estimates," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 63-72, August.
- Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Robust Standard Errors for Robust Estimators," Working Papers Department of Economics ces0316, KU Leuven, Faculty of Economics and Business, Department of Economics.
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