Pages that link to "Item:Q1354473"

The following pages link to A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473):

Displaying 50 items.

• Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
• Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• The large sample properties of the solutions of general estimating equations (Q488897) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Detection of treatment effects by covariate-adjusted expected shortfall (Q542981) (← links)
• Local linear spatial quantile regression (Q605017) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
• An empirical likelihood approach to quantile regression with auxiliary information (Q654462) (← links)
• Asymptotics of \(M\)-estimation in nonlinear regression (Q705111) (← links)
• GPS position time-series analysis based on asymptotic normality of M-estimation (Q727438) (← links)
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• On monotonicity of regression quantile functions (Q935829) (← links)
• Quantile regression without the curse of unsmoothness (Q961840) (← links)
• Inference on low-rank data matrices with applications to microarray data (Q965132) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
• On Monte Carlo methods for estimating ratios of normalizing constants (Q1372847) (← links)
• On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models (Q1380649) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
• Quantile regression in varying coefficient models. (Q1427801) (← links)
• Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
• On parameters of increasing dimensions (Q1570293) (← links)
• Asymptotic distributions of the maximal depth estimators for regression and multivariate location (Q1578279) (← links)
• Some contributions to M-estimation in linear models (Q1579995) (← links)
• \(M\)-estimation for dependent random variables (Q1613086) (← links)
• The jackknife's edge: inference for censored regression quantiles (Q1623416) (← links)
• Mixtures of quantile regressions (Q1660201) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• A fast imputation algorithm in quantile regression (Q1729299) (← links)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
• Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095) (← links)
• \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
• An informative subset-based estimator for censored quantile regression (Q1946879) (← links)
• Convergence rate and Bahadur type representation of general smoothing spline M-estimates (Q1952109) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• A statistical learning assessment of Huber regression (Q2054280) (← links)
• Distributed statistical inference for massive data (Q2054533) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• Inference in functional linear quantile regression (Q2140865) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)