Bahadur representations for robust scale estimators based on regression residuals

DOI10.1214/aos/1176350064zbMath0604.62028OpenAlexW2044748140MaRDI QIDQ1083144

A. H. Welsh

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350064

zbMATH Keywords

asymptotic behaviourresidualsinterquartile rangescale estimatesmedian absolute deviationasymptotic Bahadur representationsrobust regression M-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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A robust and efficient variable selection method for linear regression ⋮ Robust estimation with a modified Huber's loss for partial functional linear models based on splines ⋮ Exponential probability inequality and convergence results for the median absolute deviation and its modifications ⋮ Bahadur representations for the median absolute deviation and its modifications ⋮ Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ Symmetric quantiles and their applications ⋮ The median absolute deviation of residual life data and weak convergence of a related stochastic process ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Unnamed Item ⋮ Asymptotic relations between L- and M-estimators in the linear model

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