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
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
BA - General mathematics
OECD FORD branch
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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
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