Pages that link to "Item:Q1206721"
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The following pages link to Asymptotics for \(M\)-estimators defined by convex minimization (Q1206721):
Displayed 36 items.
- Rank correlation estimators and their limiting distributions (Q451344) (← links)
- A weighted quantile regression for randomly truncated data (Q452627) (← links)
- On the weighted multivariate Wilcoxon rank regression estimate (Q534429) (← links)
- High dimensional data analysis using multivariate generalized spatial quantiles (Q632748) (← links)
- Bahadur representation of nonparametric \(M\)-estimators for spatial processes (Q960615) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Some strong limit theorems for M-estimators (Q1343580) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- On asymptotically optimal estimates for general observations (Q1965884) (← links)
- Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods (Q2041822) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
- \(M\)-functionals of multivariate scatter (Q2340850) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- Fidelity-commensurability tradeoff in joint embedding of disparate dissimilarities (Q2628070) (← links)
- Last passage times of minimum contrast estimators (Q2748386) (← links)
- Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
- Weak Convergence of the Regularization Path in Penalized M-Estimation (Q3103136) (← links)
- Open and closed random walks with fixed edgelengths in $ \newcommand{\m}{\mathcal} \newcommand{\R}{\mathbb{R}} \R^d$ (Q3120029) (← links)
- A comparison of some manova-type tests based on least distances (Q4232083) (← links)
- Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models (Q4580024) (← links)
- Uniqueness of the least‐distances estimator in regression models with multivariate response (Q4891292) (← links)
- Quantile regression for doubly truncated data (Q5119167) (← links)
- Moderate deviations for quantile regression processes (Q5866036) (← links)
- Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation (Q6074047) (← links)