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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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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
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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
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EID of the result in the Scopus database
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