The following pages link to (Q4839962):
Displaying 50 items.
- General relative error criterion and M-estimation (Q372241) (← links)
- M-estimation for the partially linear regression model under monotonic constraints (Q385097) (← links)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← 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)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
- M-estimation of the accelerated failure time model under a convex discrepancy function (Q974513) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← 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)
- General \(M\)-estimation (Q1372221) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- A weighted M-estimator for linear regression models with randomly truncated data (Q1642254) (← links)
- Mixtures of quantile regressions (Q1660201) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
- Bootstrap approximation to the distribution of M-estimates in a linear model (Q1888705) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- Wavelet penalized likelihood estimation in generalized functional models (Q1945061) (← links)
- Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
- A large sample study of randomly weighted bootstrap in linear models (Q1974221) (← links)
- Wavelet-M-estimation for time-varying coefficient time series models (Q2004153) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis (Q2214246) (← links)
- Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- MANOVA type tests under a convex discrepancy function for the standard multivariate linear model (Q2368342) (← links)
- M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
- Robust estimation for partially linear models with large-dimensional covariates (Q2441137) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- M-estimation for linear models with spatially-correlated errors (Q2567189) (← 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)
- Local Linear M-estimation in non-parametric spatial regression (Q3077650) (← links)
- Model averaging for M-estimation (Q4559360) (← links)
- (Q4581309) (← links)
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures (Q5016826) (← links)
- M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
