Pages that link to "Item:Q995413"

The following pages link to \(M\)-estimation of linear models with dependent errors (Q995413):

Displaying 48 items.

• M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
• Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
• M-estimators for single-index model using B-spline (Q464368) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• M-estimation in high-dimensional linear model (Q824747) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• A weighted M-estimator for linear regression models with randomly truncated data (Q1642254) (← links)
• Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
• Convergence rate and Bahadur type representation of general smoothing spline M-estimates (Q1952109) (← links)
• Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
• Difference-based M-estimator of generalized semiparametric model with NSD errors (Q2067778) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• A spectral approach to estimate the autocovariance function (Q2156825) (← links)
• An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
• Composite quantile estimation in partial functional linear regression model with dependent errors (Q2312031) (← links)
• Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
• M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Asymptotic properties for M-estimators in linear models with dependent random errors (Q2437863) (← links)
• Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
• \(M\)-procedures for detection of a change under weak dependence (Q2448799) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors (Q2804157) (← links)
• ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
• M-Estimation for partially functional linear regression model based on splines (Q2832642) (← links)
• Model averaging for M-estimation (Q4559360) (← links)
• Weak linear representation of M-estimaton in GLMs with dependent errors (Q4975318) (← links)
• SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
• M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
• Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940) (← links)
• Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
• Jackknifed Liu estimator in linear regression models (Q5400133) (← links)
• Nonconcave penalized M-estimation for the least absolute relative errors model (Q5875313) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Robust optimal estimation of location from discretely sampled functional data (Q6073410) (← links)
• Laplace's method and BIC model selection for least absolute value criterion (Q6101708) (← links)
• M-estimators for models with a mix of discrete and continuous parameters (Q6123490) (← links)
• Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net (Q6131033) (← links)
• Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
• Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)