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Asymptotic and Finite-Sample Properties in Statistical Estimation

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10313330" target="_blank" >RIV/00216208:11320/15:10313330 - isvavai.cz</a>

  • Result on the web

    <a href="http://www.springer.com/us/book/9781493930753" target="_blank" >http://www.springer.com/us/book/9781493930753</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/978-1-4939-3076-0" target="_blank" >10.1007/978-1-4939-3076-0</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Asymptotic and Finite-Sample Properties in Statistical Estimation

  • Original language description

    Our purpose in the present paper is to illustrate some distinctive differences between the asymptotic and finite-sample properties of robust estimators. We shall devote attention to the tail-behavior of M-estimators and of their one-step versions, and generally to the tail-behavior of equivariant estimators.

  • Czech name

  • Czech description

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA15-00243S" target="_blank" >GA15-00243S: Robust inference on random processes and functional data, with applications mainly in econometrics and finances</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

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

Data specific for result type

  • Book/collection name

    Asymptotic Laws and Methods in Stochastics

  • ISBN

    978-1-4939-3075-3

  • Number of pages of the result

    9

  • Pages from-to

    379-387

  • Number of pages of the book

    422

  • Publisher name

    Springer

  • Place of publication

    New York

  • UT code for WoS chapter