Huber-Dutter estimation of linear models with dependent errors
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Cites work
- \(M\)-estimation of linear models with dependent errors
- A Robust Method for Multiple Linear Regression
- Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
- Asymptotic distribution of least square estimators for linear models with dependent errors
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
- Asymptotic properties for M-estimators in linear models with dependent random errors
- Bridge estimation for linear regression models with mixing properties
- Central limit theorems for time series regression
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Consistency and normality of Huber-Dutter estimators for partial linear model
- scientific article; zbMATH DE number 1249686 (Why is no real title available?)
- Inference for Linear Models with Dependent Errors
- Lack of fit test for long memory regression models
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors
- Robust estimation in parametric time series models under long- and short-range-dependent structures
- Robust Statistics
- The strong consistency of M-estimates in linear models with extended negatively dependent errors
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- Weak linear representation of M-estimation in GLMs with dependent errors
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