Moderate deviations for M-estimators in linear models with -mixing errors
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Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
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Cites work
- scientific article; zbMATH DE number 3755673 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- A maximal inequality and dependent strong laws
- Behavior of robust estimators in the regression model with dependent errors
- Estimates of location: a large deviation comparison
- Large deviation and other results for minimum contrast estimators
- Large deviations for \(M\)-estimators
- Large deviations of estimators
- Large sample point estimation: A large deviation theory approach
- M-estimation for linear models with spatially-correlated errors
- M-estimators in linear models with long range dependent errors
- Moderate and Cramér-type large deviation theorems for M-estimators
- Moderate deviations for \(M\)-estimators
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Moderate deviations for martingales and mixing random processes
- Moderate deviations for martingales with bounded jumps
- Moderate deviations for the maximum likelihood estimator
- Moderate deviations of minimum contrast estimators under contamination
- On deviations between empirical and quantile processes for mixing random variables
- On moderate deviation theory in estimation
- Rates of Convergence of Estimates and Test Statistics
- Robust Statistics
- Robust estimation in the linear model
- Strong consistency of M-estimates in linear models
- Strong representations for LAD estimators in linear models
- Weak convergence of convex stochastic processes
- \(M\)-estimation of linear models with dependent errors
Cited in
(14)- Bahadur representations of M-estimators and their applications in general linear models
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- Moderate deviation principle for the error variance estimator in linear models
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Moderate deviations for \(M\)-estimators
- Moderate deviations of LS estimators in the linear EV regression model with martingale difference errors
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
- Moderate deviations and the law of iterated logarithm for LSE in linear model
- Asymptotic properties for M-estimators in linear models with dependent random errors
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