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

Result code in IS VaVaI

RIV/00216208:11320/12:10103709 - isvavai.cz

Result on the web

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DOI - Digital Object Identifier

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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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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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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)

Publication year

2012

Confidentiality

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

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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