Asymptotic behavior of M-estimators for the linear model

From MaRDI portal
Revision as of 09:16, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1258571

DOI10.1214/aos/1176344610zbMath0408.62027OpenAlexW2074476634MaRDI QIDQ1258571

Ricardo Antonio Maronna, Víctor J. Yohai

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344610




Related Items (79)

Strong convergence of estimators in nonlinear autoregressive models\(M\)-type penalized splines with auxiliary scale estimationAsymptotics for high dimensional regression \(M\)-estimates: fixed design resultsBootstrap approximation to the distribution of M-estimates in a linear modelAdaptive Huber regression on Markov-dependent dataA general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designsSCAD-Penalized Least Absolute Deviation Regression in High-Dimensional ModelsTobit regression model with parameters of increasing dimensionsModel averaging for M-estimationA theorem on uniform convergence of stochastic functions with applicationsAsymptotics for M-type smoothing splines with non-smooth objective functionsAsymptotic properties of one-step M-estimatorsGeneral \(M\)-estimationBest subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraintRobust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errorsM-test in linear models with negatively superadditive dependent errorsConsistency of MLE, LSE and M-estimation under mild conditionsPolynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of componentsAsymptotics of hierarchical clustering for growing dimensionAsymptotics for generalized estimating equations with large cluster sizesEstimation of a multiplicative correlation structure in the large dimensional caseDebiased lasso for generalized linear models with a diverging number of covariatesAsymmetric Errors in Linear Models: Estimation—Theory and Monte CarloPenalized \(M\)-estimation based on standard error adjusted adaptive elastic-netAsymptotics of M‐estimator in multivariate linear regression models for a class of random errorsRobust inference for high‐dimensional single index modelsRobust hypothesis testing in functional linear modelsAsymptotic properties of M estimators in classical linear models with φ -mixing random errorsRobust high-dimensional tuning free multiple testingRobust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional CovariatesRenewable Huber estimation method for streaming datasetsAn exponential inequality and its application to \(M\) estimators in multiple linear modelsERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labelsWeak convergence of bounded influence regression estimates with applications to repeated significance testingM-estimation in linear models under nonstandard conditions.Consistency of M-estimators of nonlinear signal processing modelsA large sample study of randomly weighted bootstrap in linear modelsA relative error-based estimation with an increasing number of parametersAsymptotic property of \(M\) estimator in classical linear models under dependent random errorsAdaptive Huber RegressionOn the consistency of M-estimate in a linear model obtained through an estimating equationAsymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariatesStrong consistency of M-estimates in linear modelsSemiparametric estimation of warranty costsSemi-varying coefficient models with a diverging number of componentsM-estimation of the accelerated failure time model under a convex discrepancy functionStrong consistency of M-estimates in linear modelsAsymptotic distribution of regression M-estimatorsA linear approximation to the power function of a testThe asymptotics of MM-estimators for linear regression with fixed designsA central limit theorem applicable to robust regression estimatorsOn the cumulants of affine equivariant estimators in elliptical familiesAsymptotic efficiency of randomly weighted bootstrap for linear models\(M\)-estimation of linear models with dependent errorsUnnamed ItemOn the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent ErrorsConvergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear modelsNonparametricM-quantile regression using penalised splinesA new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testingAsymptotic behavior of iterative M-estimartors for locationHypothesis testing in linear regression when \(k/n\) is largeUnnamed ItemRobust model selection in linear regression models using information complexityM-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement modelsAn outer-inner linearization method for non-convex and nondifferentiable composite regularization problemsA statistical learning assessment of Huber regressionAsymptotic behavior of general M-estimates for regression and scale with random carriersM-estimators and gnostical estimators for identification of a regression modelDistributed adaptive Huber regressionSome contributions to M-estimation in linear modelsRobust regression with both continuous and categorical predictorsSome remarks concerning the consistency of LS and LAD estimates of multiple regressionRobust estimation in certain heteroscedastic linear models when there are many parametersThe strong consistency of M-estimators in linear modelsAsymptotic behavior of iterative m-estimators for the linear modelOn solvability of an equation arising in the theory of m-estimatesRobust analysis of variance for a randomized block designAsymptotic relations between L- and M-estimators in the linear modelOptimal prediction for linear regression with infinitely many parameters.




This page was built for publication: Asymptotic behavior of M-estimators for the linear model