Asymptotic relations of M-estimates and R-estimates in linear regression model

DOI10.1214/aos/1176343843zbMath0365.62034OpenAlexW2012996248MaRDI QIDQ1241231

Jana Jureckova

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aos/1176343843

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items

M-methods in growth curve analysis, Flexible \(L\)-estimation in the linear model, The quantilogram: with an application to evaluating directional predictability, Testing for structural change in regression quantiles, Symmetric regression quantile and its application to robust estimation for the nonlinear regression model, Local asymptotics for quantile smoothing splines, Regularized linear censored quantile regression, GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS, Isotonic M-estimation of location: Union-intersection principle and preliminary test versions, Hierarchical linear regression models for conditional quantiles, Nonparametric estimation in heteroskedastic regression, Inconsistency transmission and variance reduction in two-stage quantile regression, M-estimation of k-sample location parameters; a two-sided preliminary test approach, Direct use of regression quantiles to construct confidence sets in linear models, Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation, An MCMC approach to classical estimation., Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, M-tests in multivariate models, Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models, Second order asymptotic relations of M-estimators and R-estimators in two-sample location model, Sequential procedures based on M-estimators with discontinuous score functions, Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators, Symmetric quantile and symmetric trimmed mean for linear regression model, On ecological aspects of dynamics for zero slope regression for water pollution in Chile, M-estimation in linear models under nonstandard conditions., Restricted regression quantiles, Asymptotic behavior of regression quantiles in non-stationary, dependent cases, Asymptotic normality ofr-estimates in the linear model, Increasing the Power of the Test Through Pre-Test – A Robust Method, M-tests for multivariate regression model, Some asymptotic results on bivariate quantile splines, Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model, Asymptotic distribution of regression M-estimators, Bahadur representation of \(M_m\) estimates, Glejser's test revisited, Robust estimation in certain heteroscedastic linear models when there are many parameters, Statistical inference on heteroscedastic models based on regression quantiles, Nonparametrics: Retrospectives and perspectives^*, L-estimatton for linear heteroscedastic models, Least absolute deviations estimation for the censored regression model, M-methods in multivariate linear models, Asymptotic relations between L- and M-estimators in the linear model, Distribution-function-based bivariate quantiles., Sow aspects of robustness in thr functional errors-in-variables regression model