On the Asymptotic Normality of Robust Regression Estimates.

Abstract

Huber's (1973) proof of asymptotic normality of robust regression estimates is modified to include the estimates used in practice, which have unknown scale and only piecewise smooth defining functions psi. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1979
Accession Number
ADA077888

Entities

People

  • David Ruppert
  • Raymond J. Carroll

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Air Force
  • Asymptotic Normality
  • Data Science
  • Distribution Functions
  • Equations
  • Information Science
  • Intervals
  • Normal Distribution
  • Normality
  • North Carolina
  • Point Theorem
  • Scientific Research
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.