A new class of consistent estimators for stochastic linear regressive models

DOI10.1006/JMVA.1997.1704MaRDI QIDQ1375109zbMATH OpenOpenAlexFDO

Authors Fred J. Hickernell, Hongzhi An, Li-Xing Zhu

Publication date 7 April 1998

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1704

zbMATH Keywords

asymptotic normalityconsistent estimatorrobustnessautoregressive modelstochastic regressive model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3878186 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• A new infinitesimal approach to robust estimation
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• Functional limit theorems for U-processes
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Infrence for non-negative autoregressive schemes
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• On asymptotically efficient estimation in semiparametric models
• On convergence of LAD estimates in autoregression with infinite variance
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Strong consistency of M-estimates in linear models

Cited in

(6)

• Universally consistent estimation for stochastic regression models
• Asymptotic properties of least squares estimation with fuzzy observations
• scientific article; zbMATH DE number 4113782 (Why is no real title available?)
• A Consistent Estimator for Linear Models with Dependent Observations
• A new consistent estimator for linear errors-in-variables models
• scientific article; zbMATH DE number 4032841 (Why is no real title available?)

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