Pages that link to "Item:Q1807098"
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The following pages link to Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098):
Displaying 11 items.
- Combining robustness with efficiency in the estimation of the variogram (Q539033) (← links)
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- On multivariate quantile regression analysis (Q2324263) (← links)
- On mean estimation for heteroscedastic random variables (Q2686600) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- ON CONVERGENCE THEOREMS FOR QUANTILES (Q4540636) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Sample heterogeneity and M-estimation (Q5931392) (← links)
- A fine-tuned estimator of a general convergence rate (Q6573724) (← links)
- Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)
