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Kybernetika 32(4):353-374, 1996.

A Note on Asymptotic Linearity of M-Statistics in Nonlinear Models

Asunción Mária Rubio and Jan Ámos Víšek


Abstract:

For a smooth nonlinear regression model the conditions for the uniform second order asymptotic linearity of the $M$-statistics in the regression parameters are given. The existence of the $\sqrt{n}$-consistent estimator of the regression parameters and the role of the rescaling residuals in the $M$-estimation are briefly discussed.


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BIB TeX

@article{kyb:1996:4:353-374,

author = {Rubio, Asunci\'{o}n M\'{a}ria and V\'{\i}\v{s}ek, Jan \'{A}mos},

title = {A Note on Asymptotic Linearity of $M$-Statistics in Nonlinear Models},

journal = {Kybernetika},

volume = {32},

year = {1996},

number = {4},

pages = {353-374}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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