Robust Statistical Procedures: Asymptotics and Interrelations.

Abstract

ASYMPTOTICS AND INTERRELATIONS Preliminaries Robust Estimation of Location and Regression Asymptotic Representations for L-Estimators Asymptotic Representations for M-Estimators Asymptotic Representations for R-Estimators Asymptotic Interrelations of Estimators ROBUST STATISTICAL INFERENCE Robust Sequential and Recursive Point Estimation Robust Confidence Sets and Intervals Robust Statistical Tests Appendix References Indexes.