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Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression Full article

Journal Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219
Output data Year: 2018, Volume: 62, Number: 3, Pages: 373-398 Pages count : 26 DOI: 10.1137/s0040585x97t988691
Tags Asymptotic normality; Initial estimator; M-estimators; Newton’s iteration method; Nonlinear regression; One-step M-estimators; One-step weighted M-estimators
Authors Linke Yu.Yu. 1,2
Affiliations
1 Sobolev Institute of Mathematics
2 Novosibirsk State University
Cite: Linke Y.Y.
Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression
Theory of Probability and its Applications. 2018. V.62. N3. P.373-398. DOI: 10.1137/s0040585x97t988691 WOS Scopus OpenAlex
Original: Линке Ю.Ю.
Асимптотические свойства одношаговых взвешенных M-оценок с приложениями к задачам регрессии
Теория вероятностей и ее применения. 2017. Т.62. №3. С.468-498. DOI: 10.4213/tvp5122 OpenAlex
Identifiers:
Web of science: WOS:000441079100003
Scopus: 2-s2.0-85052738614
OpenAlex: W2885984808
Citing:
DB Citing
Scopus 6
OpenAlex 7
Web of science 4
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