Propriétés asymptotiques des M-estimateurs pondérés pour des données clusterisées.

Authors :: El Asri, Mohammed
Source :: Comptes Rendus. Mathématique. Jun2013, Vol. 351 Issue 11/12, p491-493. 3p.
Publication Year :: 2013
Abstract: Abstract: We study the class of weighted M-estimators, which is a variant of M-estimators introduced by Huber in 1964 for the study of robustness. We give sufficient conditions to establish the consistency and asymptotic normality of these estimators for clustered data. [Copyright &y& Elsevier]

Subjects :: *ESTIMATION theory
*DATA analysis
*ROBUST control
*MATHEMATICAL analysis
*NUMERICAL analysis
*ASYMPTOTIC normality

Full Text Access

Tools