Linear representation of M-estimates in linear models

DOI10.2307/3315607MaRDI QIDQ4036387zbMATH OpenOpenAlexFDO

Authors Lincheng Zhao, C. R. Rao

Publication date 16 May 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315607

zbMATH Keywords

\(M\)- estimateBahadur representationconvex functionLAD estimateleast absolute deviations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• A Note on Quantiles in Large Samples
• Probability Inequalities for Sums of Independent Random Variables
• Probability Inequalities for the Sum of Independent Random Variables

Cited in

(30)

• Strong representations for LAD estimators in linear models
• Linear representation of \(M\)-estimates of multiple regression coefficients
• A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
• M-estimation in linear models under nonstandard conditions.
• Some contributions to M-estimation in linear models
• Law of iterated logarithm and consistent model selection criterion in logistic regression
• Bootstrap approximation to the distribution of M-estimates in a linear model
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• A large sample study of randomly weighted bootstrap in linear models
• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• On complete convergence for weighted sums of martingale-difference random fields
• M-test in linear models with negatively superadditive dependent errors
• Asymptotic properties for M-estimators in linear models with dependent random errors
• On complete convergence for weighted sums of asymptotically linear negatively dependent random field
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
• A central limit theorem for weighted sums of associated random field
• On complete convergence for weighted sums of NA random fields
• Some limit theorems for weighted sums of random variable fields
• scientific article; zbMATH DE number 3909550 (Why is no real title available?)
• scientific article; zbMATH DE number 3940427 (Why is no real title available?)
• Linear representation of M-estimates in linear regression models with dependent errors
• Asymptotic representation of L-estimators and their relations to M-estimators
• Complete convergence for weighted sums of \(\rho^*\)-mixing random fields
• Omnibus tests for the error distribution in the linear regression model
• Asymptotic efficiency of randomly weighted bootstrap for linear models
• Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
• A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
• Bahadur representations of M-estimators and their applications in general linear models
• \(M\)-estimation of linear models with dependent errors

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