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Tail-behavior of estimators and of their one-step versions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10103709" target="_blank" >RIV/00216208:11320/12:10103709 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Tail-behavior of estimators and of their one-step versions

  • Original language description

    The finite-sample breakdown points and finite-sample tail behavior are studied for a class of equivariant estimators in the linear regression model under a fixed design. A lower bound for the tail behavior of an M-estimator is derived, showing how fasterare the tails of estimator than the tails of the parent distribution. The tail behavior of the Newton-Raphson iterations of an estimator is compared with that of the initial estimator.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Journal de la Société Française de Statistique

  • ISSN

    1962-5197

  • e-ISSN

  • Volume of the periodical

    153

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    FR - FRANCE

  • Number of pages

    8

  • Pages from-to

    44-51

  • UT code for WoS article

  • EID of the result in the Scopus database