Linear representation of M-estimates in linear regression models with dependent errors

MaRDI QIDQ4687774zbMATH OpenFDO

Authors Yuncai Yu, Hongchang Hu

Publication date 22 October 2018

zbMATH Keywords

linear regression modelslinear representationM-estimatenormal distributionrates of strong convergence

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Linear regression; mixed models (62J05)

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Cited in

(10)

• Linear representation of \(M\)-estimates of multiple regression coefficients
• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Asymptotic properties for M-estimators in linear models with dependent random errors
• A mote on mle's in linear models with non-normal or dependent errors
• Linear representation of M-estimates in linear models
• One‐step M‐estimators in the linear model, with dependent errors
• scientific article; zbMATH DE number 6906792 (Why is no real title available?)
• Weak linear representation of M-estimation in GLMs with dependent errors
• Bahadur representations of M-estimators and their applications in general linear models
• \(M\)-estimation of linear models with dependent errors

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