scientific article; zbMATH DE number 775848
From MaRDI portal
Publication:4839962
zbMath0820.62048MaRDI QIDQ4839962
Publication date: 19 September 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityregression parametersasymptotic theorymultivariate linear modelleast squares estimationconvex discrepancy functiontests of hypothesesGauss-Markoff linear modelgeneral theory of \(M\)-estimationleast distances estimation
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
Related Items (58)
Bahadur representations of M-estimators and their applications in general linear models ⋮ M-estimation in high-dimensional linear model ⋮ MANOVA type tests under a convex discrepancy function for the standard multivariate linear model ⋮ Local linear quantile estimation for nonstationary time series ⋮ Bootstrap approximation to the distribution of M-estimates in a linear model ⋮ Robust estimation in a nonlinear cointegration model ⋮ A weighted M-estimator for linear regression models with randomly truncated data ⋮ A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs ⋮ Necessary and sufficient conditions for consistency of generalized \(M\)- estimates ⋮ \(M\)-estimation, convexity and quantiles ⋮ Model averaging for M-estimation ⋮ M-estimation and model identification based on double SCAD penalization ⋮ Mixtures of quantile regressions ⋮ General \(M\)-estimation ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ General relative error criterion and M-estimation ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ Robustness and Tractability for Non-convex M-estimators ⋮ M-estimation for the partially linear regression model under monotonic constraints ⋮ High-dimensional robust regression with \(L_q\)-loss functions ⋮ On linear models with long memory and heavy-tailed errors ⋮ Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net ⋮ Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors ⋮ Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors ⋮ Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Wavelet penalized likelihood estimation in generalized functional models ⋮ Robust regression through the Huber's criterion and adaptive lasso penalty ⋮ Robust estimation for partially linear models with large-dimensional covariates ⋮ Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ M-estimation in linear models under nonstandard conditions. ⋮ Asymptotic distribution of least square estimators for linear models with dependent errors ⋮ Modified SCAD penalty for constrained variable selection problems ⋮ Consistency of M-estimators of nonlinear signal processing models ⋮ A large sample study of randomly weighted bootstrap in linear models ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ Robust nonlinear regression estimation in null recurrent time series ⋮ Asymptotic properties of nonparametric M-estimation for mixing functional data ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ Local linear M-estimation for spatial processes in fixed-design models ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ M-estimation of the accelerated failure time model under a convex discrepancy function ⋮ M-estimators with non-standard rates of convergence and weakly dependent data ⋮ Strong consistency of M-estimates in linear models ⋮ Asymptotic distribution of regression M-estimators ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ Asymptotic properties on high-dimensional multivariate regression M-estimation ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ Asymptotic efficiency of randomly weighted bootstrap for linear models ⋮ \(M\)-estimation of linear models with dependent errors ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Unnamed Item ⋮ Local Linear M-estimation in non-parametric spatial regression ⋮ ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES ⋮ Some contributions to M-estimation in linear models ⋮ M-estimation for linear models with spatially-correlated errors ⋮ Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
This page was built for publication: