Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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Publication:1069594
DOI10.1214/aos/1176346793zbMath0584.62050OpenAlexW2017413905MaRDI QIDQ1069594
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346793
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)
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