On L -estimators viewed as M -estimators

Jan Šindelář

Kybernetika (1994)

  • Volume: 30, Issue: 5, page 551-562
  • ISSN: 0023-5954

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Šindelář, Jan. "On $L$-estimators viewed as $M$-estimators." Kybernetika 30.5 (1994): 551-562. <http://eudml.org/doc/28289>.

@article{Šindelář1994,
author = {Šindelář, Jan},
journal = {Kybernetika},
keywords = {nontrivial psi functions; -estimators; -estimators; arithmetical mean; empirical quantiles; nonnegative coefficients},
language = {eng},
number = {5},
pages = {551-562},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On $L$-estimators viewed as $M$-estimators},
url = {http://eudml.org/doc/28289},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Šindelář, Jan
TI - On $L$-estimators viewed as $M$-estimators
JO - Kybernetika
PY - 1994
PB - Institute of Information Theory and Automation AS CR
VL - 30
IS - 5
SP - 551
EP - 562
LA - eng
KW - nontrivial psi functions; -estimators; -estimators; arithmetical mean; empirical quantiles; nonnegative coefficients
UR - http://eudml.org/doc/28289
ER -

References

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  1. J. Aczél, Lectures on Functional Equations and their Applications, Academic Press, New York--London 1966. (1966) MR0208210
  2. F. R. Hampel E. M. Ronchetti P. J. Rousseeuw, and W. A. Stahel, Robust Statistics. The Approach Based on Influence Functions, John Wiley & Sons, New York–Chichester–Brisbane–Toronto–Singapore 1986. (1986) MR0829458
  3. P. J. Huber, Robust Statistics, John Wiley & Sons, New York–Chichester–Brisbane–Toronto 1981. (1981) Zbl0536.62025MR0606374
  4. P. Kovanic, Gnostical theory of small samples of real data, Problems Control Inform. Theory 13 (1984), 5, 303-319. (1984) Zbl0583.94008MR0776021
  5. E. L. Lehman, Theory of point estimation, J. Wiley, New York--Chichester-- Brisbane--Toronto--Singapore 1983. (1983) MR0702834
  6. J. Novovičová, M-estimators and gnostical estimators for identification of a regression model, Automatica 26 (1990), 3, 607-610. (1990) MR1056143
  7. I. Vajda, Theory of Statistical Inference and Information, Kluwer Academic Publishers, Dordrecht--Boston 1989. (1989) Zbl0711.62002

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