论文信息 - Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point

Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point

In the linear regression model, a one-step version of the M-estimator M n starting with an initial estimator T n is proposed which inherits the efficiency properties of M n and the breakdown-point of T n respectively; this even in the case that the rate of consistency of T n is lower than Such results suggest a potentially valuable method for combining high efficiency with high breakdown point. They follow from a general asymptotic linearity result which holds for M -estimators with kernels which are not everywhere differentiable.

Jana Jurečková | Stephen Portnoy | S. Portnoy | J. Jurečková

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