Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large; II. Normal Approximation
Work
Year: 1985
Type: article
Abstract: In a general linear model, $Y = X\beta + R$ with $Y$ and $R n$-dimensional, $X$ a $n \times p$ matrix, and $\beta p$-dimensional, let $\hat\beta$ be an $M$ estimator of $\beta$ satisfying $0 = \sum x_... more
Source: The Annals of Statistics
Author Stephen Portnoy
Cites: 3
Cited by: 223
Related to: 10
FWCI: 3.6
Citation percentile (by year/subfield): 97.7
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze