×

zbMATH — the first resource for mathematics

The asymptotics of S-estimators in the linear regression model. (English) Zbl 0719.62042
The asymptotic behaviour of the least median of squares estimator in the linear regression model is studied. A weak convergence theorem for the estimator is given and it is shown under rather general conditions that the correct norming factor is \(n^{1/3}\). The asymptotic normality of S- estimators is obtained under weak conditions on the carriers.

MSC:
62F12 Asymptotic properties of parametric estimators
62J05 Linear regression; mixed models
60F05 Central limit and other weak theorems
PDF BibTeX XML Cite
Full Text: DOI