General \(M\)-estimation

DOI10.1006/JMVA.1997.1694zbMath0890.62050OpenAlexW2914512742MaRDI QIDQ1372221

Zhi-Dong Bai, Yuehua Wu

Publication date: 22 June 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1694

zbMATH Keywords

multivariate linear modelgeneral \(M\)-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (14)

\(M\)-estimators for regression with changing scale ⋮ Adaptive Huber regression on Markov-dependent data ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations ⋮ M-estimation in linear models under nonstandard conditions. ⋮ Consistency of M-estimators of nonlinear signal processing models ⋮ Asymptotic properties of conditional least-squares estimators for array time series ⋮ Asymptotics of \(M\)-estimation in nonlinear regression ⋮ Efficiency and robustness of a resampling \(M\)-estimator in the linear model ⋮ Learning mixtures of truncated basis functions from data ⋮ Notes on M-estimation in exponential signal models ⋮ Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors ⋮ Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures

Cites Work

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• Asymptotic behavior of M-estimators for the linear model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Large-Sample Statistics Based on Quadratic Dispersion
• The effects of measurement error on parameter estimation
• Asymptotic normality ofr-estimates in the linear model
• One-Step Huber Estimates in the Linear Model
• Robust Estimation of a Location Parameter
• Robust Statistics

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