Pages that link to "Item:Q1258571"

The following pages link to Asymptotic behavior of M-estimators for the linear model (Q1258571):

Displaying 50 items.

• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
• Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
• Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
• A central limit theorem applicable to robust regression estimators (Q580843) (← links)
• A linear approximation to the power function of a test (Q715511) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• M-estimators and gnostical estimators for identification of a regression model (Q750398) (← links)
• The strong consistency of M-estimators in linear models (Q795448) (← links)
• Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)
• \(M\)-type penalized splines with auxiliary scale estimation (Q830684) (← links)
• Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
• M-estimation of the accelerated failure time model under a convex discrepancy function (Q974513) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Robust estimation in certain heteroscedastic linear models when there are many parameters (Q1052779) (← links)
• Weak convergence of bounded influence regression estimates with applications to repeated significance testing (Q1169771) (← links)
• On the consistency of M-estimate in a linear model obtained through an estimating equation (Q1198992) (← links)
• Some remarks concerning the consistency of LS and LAD estimates of multiple regression (Q1299820) (← links)
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
• A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
• General \(M\)-estimation (Q1372221) (← links)
• Asymptotics for generalized estimating equations with large cluster sizes (Q1394768) (← links)
• M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
• Some contributions to M-estimation in linear models (Q1579995) (← links)
• Robust regression with both continuous and categorical predictors (Q1582371) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• Optimal prediction for linear regression with infinitely many parameters. (Q1867192) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• Bootstrap approximation to the distribution of M-estimates in a linear model (Q1888705) (← links)
• A large sample study of randomly weighted bootstrap in linear models (Q1974221) (← links)
• Robust model selection in linear regression models using information complexity (Q2043187) (← links)
• An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems (Q2046332) (← links)
• A statistical learning assessment of Huber regression (Q2054280) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Asymptotics for M-type smoothing splines with non-smooth objective functions (Q2161018) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
• ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
• On the cumulants of affine equivariant estimators in elliptical families (Q2277712) (← links)
• M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
• The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)
• Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
• M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models (Q2520644) (← links)