Asymptotic properties of weighted M-estimators for clustered data

作者：El Asri Mohammed

来源：Comptes Rendus Mathematique, 2013, 351(11-12): 491-493.

DOI：10.1016/j.crma.2013.04.017

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.

• 出版日期2013-6