L-Estimation for Linear Models

From MaRDI portal
Revision as of 14:38, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3806605

DOI10.2307/2288796zbMath0658.62078OpenAlexW4237343632MaRDI QIDQ3806605

Stephen L. Portnoy, Roger W. Koenker

Publication date: 1987

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2142/26817




Related Items (53)

Estimation in autoregressivemodels based on autoregressionrank scoresFast approximate \(L_\infty\) minimization: speeding up robust regressionInstrumental variable quantile regression: a robust inference approachThe asymptotic behaviour of a class ofL-estimators under long-range dependenceEstimation of quantile density function based on regression quantilesRobust optimization of multistage process: response surface and multi-response optimization approachesA Generalized Quantile Tree Method for Subgroup Identification\(M\)-estimation, convexity and quantilesExtremal quantile regressionStrong representations for LAD estimators in linear modelsRobust surface estimation in multi-response multistage statistical optimization problemsModel-free feature screening via a modified composite quantile correlationBlock average quantile regression for massive datasetLocal linear spatial quantile regressionDirect use of regression quantiles to construct confidence sets in linear modelsRates of convergence of \(L_p\)-estimators for a density with an infinity cuspOn L-estimation in linear modelsOn the use of \(L\)-functionals in regression modelsRank test of unit‐root hypothesis with AR‐GARCH errorsHigh-breakdown robust multivariate methodsGTL regression: a linear model with skewed and thick-tailed disturbancesRenewable composite quantile method and algorithm for nonparametric models with streaming dataTwo-stage regression quantiles and two-stage trimmed least squares estimators for structural equation modelsSymmetric quantile and symmetric trimmed mean for linear regression modelTrimmed, Bayesian and admissible estimatorsAsymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent modelsCensored quantile regression processes under dependence and penalizationRestricted regression quantilesAsymptotic behavior of regression quantiles in non-stationary, dependent casesPrefaceA novel robust multivariate regression approach to optimize multiple surfacesGlobal nonparametric estimation of conditional quantile functions and their derivativesMeasuring and testing for interval quantile dependenceQuantile Regression Estimator for GARCH ModelsQuantile regression models with factor‐augmented predictors and information criterionSemiparametric efficiency for partially linear single-index regression modelsAsymptotic distribution of regression M-estimatorsLinear trimmed means for the linear regression with AR(1) errors modelRobust penalized quantile regression estimation for panel datan\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)Outlier detection and robust regression for correlated dataAsymptotics for argmin processes: convexity argumentsA note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variablesConditional quantile processes based on series or many regressorsStatistical inference on heteroscedastic models based on regression quantilesTests of linear hypotheses based on regression rank scoresL-estimatton for linear heteroscedastic modelsSome aspects of hadamard differentiability on regressionL-estimatorsNonparametric estimation and inference on conditional quantile processesA p-subset property of \(L_ 1\) and regression quantile estimatesAsymptotic relations between L- and M-estimators in the linear modelOn multivariate quantile regressionUnconventional features of positive-breakdown estimators







This page was built for publication: L-Estimation for Linear Models