scientific article; zbMATH DE number 1054299

zbMath0876.62055MaRDI QIDQ4351934

Richard A. Davis, Wei Wu

Publication date: 28 August 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

least squareslimiting distributionheavy tailed distributionsleast absolute deviation estimators\(M\)-estimatesboot strappingminimum dispersion estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (6)

Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data ⋮ Inference for conditional value-at-risk of a predictive regression ⋮ Asymptotic distribution of regression M-estimators ⋮ Multivariate signed-rank tests in vector autoregressive order identification ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Least tail-trimmed squares for infinite variance autoregressions

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