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This paper deals with the asymptotic statistical properties of a class ofredescending M-estimators in linear models with increasing dimension. Thisclass is wide enough to include popular high breakdown point estimators such asS-estimators and MM-estimators, which were not covered by existing results inthe literature. We prove consistency assuming only that $p/n \rightarrow 0$ andasymptotic normality essentially if $p^{3}/n \rightarrow 0$, where $p$ is thenumber of covariates and $n$ is the sample size.

Asymptotic Statistical Properties of Redescending M-estimators in Linear Models with Increasing Dimension