Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors (Q6139770): Difference between revisions

Latest revision as of 16:14, 21 August 2024

scientific article; zbMATH DE number 7780642

Language	Label	Description	Also known as
English	Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors	scientific article; zbMATH DE number 7780642

Statements

instance of

scholarly article

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title

Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors (English)

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published in

Australian & New Zealand Journal of Statistics

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publication date

19 December 2023

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zbMATH Keywords

almost sure convergence

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asymptotic properties

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Bernstein-type inequality

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\(M\)-estimator

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multivariate linear regression model

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strong consistency

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MaRDI profile type

MaRDI publication profile

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cites work

Q4839962

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Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables

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Strong consistency of M-estimates in linear models

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Q4849522

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The strong consistency of M-estimators in linear models

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M-estimation for linear models with spatially-correlated errors

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Asymptotic property of \(M\) estimator in classical linear models under dependent random errors

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An exponential inequality and its application to \(M\) estimators in multiple linear models

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Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors

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Asymptotic properties for M-estimators in linear models with dependent random errors

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A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs

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Q3179913

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Q2709362

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Robust regression: Asymptotics, conjectures and Monte Carlo

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Negative association of random variables, with applications

0 references

Q4163421

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Some Concepts of Dependence

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Precise large deviations for dependent random variables with heavy tails

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Q3939045

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Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data

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Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors

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Exponential inequalities and inverse moment for NOD sequence

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Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors

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The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

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\(M\)-estimation of linear models with dependent errors

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On consistency of the nearest neighbor estimator of the density function and its applications

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THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS

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Q4778441

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Q4528410

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Asymptotic behavior of M-estimators for the linear model

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Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications

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Identifiers

DOI

10.1111/anzs.12393

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6139770

@@ Property / cites work @@
+Q4839962
@@ Property / cites work: Q4839962 / rank @@
+Normal rank
@@ Property / cites work @@
+Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
+Normal rank
@@ Property / cites work @@
+Strong consistency of M-estimates in linear models
+Normal rank
@@ Property / cites work @@
+Q4849522
@@ Property / cites work: Q4849522 / rank @@
+Normal rank
@@ Property / cites work @@
+The strong consistency of M-estimators in linear models
+Normal rank
@@ Property / cites work @@
+M-estimation for linear models with spatially-correlated errors
+Normal rank
@@ Property / cites work @@
+Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
+Normal rank
@@ Property / cites work @@
+An exponential inequality and its application to \(M\) estimators in multiple linear models
+Normal rank
@@ Property / cites work @@
+Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
+Normal rank
@@ Property / cites work @@
+Asymptotic properties for M-estimators in linear models with dependent random errors
+Normal rank
@@ Property / cites work @@
+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
+Normal rank
@@ Property / cites work @@
+Q3179913
@@ Property / cites work: Q3179913 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2709362
@@ Property / cites work: Q2709362 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust regression: Asymptotics, conjectures and Monte Carlo
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Q4163421
@@ Property / cites work: Q4163421 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Q3939045
@@ Property / cites work: Q3939045 / rank @@
+Normal rank
@@ Property / cites work @@
+Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors
+Normal rank
@@ Property / cites work @@
+Exponential inequalities and inverse moment for NOD sequence
+Normal rank
@@ Property / cites work @@
+Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
+Normal rank
@@ Property / cites work @@
+The Strong Consistency of<i>M</i>Estimator in a Linear Model for Negatively Dependent Random Samples
+Normal rank
@@ Property / cites work @@
+\(M\)-estimation of linear models with dependent errors
+Normal rank
@@ Property / cites work @@
+On consistency of the nearest neighbor estimator of the density function and its applications
+Normal rank
@@ Property / cites work @@
+THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS
+Normal rank
@@ Property / cites work @@
+Q4778441
@@ Property / cites work: Q4778441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4528410
@@ Property / cites work: Q4528410 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of M-estimators for the linear model
+Normal rank
@@ Property / cites work @@
+Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
+Normal rank

Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770): Difference between revisions

Latest revision as of 16:14, 21 August 2024

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Identifiers

Sitelinks

Mathematics(1 entry)