Pages that link to "Item:Q3956291"
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The following pages link to Two Stage Least Absolute Deviations Estimators (Q3956291):
Displayed 16 items.
- Transformations in stochastic DEA models (Q751960) (← links)
- Two-stage Huber estimation (Q861204) (← links)
- Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
- Censored regression quantiles (Q1083825) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Strong representations for LAD estimators in linear models (Q1116225) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- Robust estimation in simultaneous equations models (Q1361644) (← links)
- Robust estimators for simultaneous equations models (Q1362500) (← links)
- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models (Q1380649) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
- Asymptotic normality of p-norm estimators in multiple regression (Q3038393) (← links)
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models (Q4337171) (← links)
- Consistency of<i>l</i><sub>1</sub>estimates in censored linear regression models (Q4843694) (← links)