Pages that link to "Item:Q1238375"
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The following pages link to Behavior of robust estimators in the regression model with dependent errors (Q1238375):
Displayed 28 items.
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions (Q911200) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotic inference for stochastic processes (Q1143730) (← links)
- Cramer-von Mises type estimation of the regression parameter: The rank analogue (Q1169220) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- M-estimators in linear models with long range dependent errors (Q1198999) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
- Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs (Q1768124) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
- Asymptotic properties for M-estimators in linear models with dependent random errors (Q2437863) (← links)
- M-estimation for linear models with spatially-correlated errors (Q2567189) (← links)
- ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
- Recursive M-estimators of location (Q3765076) (← links)
- One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
- Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
- Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
- On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)