Pages that link to "Item:Q3897855"
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The following pages link to Asymptotic behavior of general M-estimates for regression and scale with random carriers (Q3897855):
Displayed 37 items.
- M-estimators and gnostical estimators for identification of a regression model (Q750398) (← links)
- Robust regression credibility: The influence function approach (Q939364) (← links)
- Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model (Q1129429) (← links)
- A comparison between two robust regression estimators by means of robust covariances (Q1129815) (← links)
- A local breakdown property of robust tests in linear regression (Q1175671) (← links)
- Robust linear regression via bounded influence \(M\)-estimators (Q1190567) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- On model selection via stochastic complexity in robust linear regression (Q1299010) (← links)
- Robust estimation of parameters in a mixed unbalanced model (Q1354367) (← links)
- Longitudinal data analysis using \(t\)-type regression. (Q1429889) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- On the diversity of estimates. (Q1589460) (← links)
- Model checks for regression: an innovation process approach (Q1807146) (← links)
- Robust tests in nonlinear regression models (Q1817297) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- Combining locally and globally robust estimates for regression (Q1873100) (← links)
- Robust allocation schemes for clinical trials with prognostic factors (Q1888848) (← links)
- A note on the computation of robust, bounded influence estimates and test statistics in regression (Q1896183) (← links)
- Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (Q1970820) (← links)
- Convergence of the optimal M-estimator over a parametric family of M-estimators (Q2387148) (← links)
- Restricted \(M\)-estimation (Q2563623) (← links)
- On solvability of an equation arising in the theory of m-estimates (Q3135350) (← links)
- Change-of-variance sensitivities in regression analysis (Q3326624) (← links)
- General m-esttmators and applications to bounded influence estimation for non-linear regression (Q3333909) (← links)
- The scale problem in robust regression<i>M</i>- estimates (Q3783370) (← links)
- General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality (Q3940696) (← links)
- (Q4008191) (← links)
- (Q4022010) (← links)
- Bounded‐influence rank estimation in the linear model (Q4311481) (← links)
- <i>M</i>‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result (Q4715847) (← links)
- (Q5288316) (← links)
- (Q5288889) (← links)
- Robust m-estimators (Q5750141) (← links)
- Strong consistency of M-estimates in linear models (Q5903705) (← links)