Asymptotic behavior of M-estimators for the linear model
From MaRDI portal
Publication:1258571
DOI10.1214/aos/1176344610zbMath0408.62027OpenAlexW2074476634MaRDI QIDQ1258571
Ricardo Antonio Maronna, Víctor J. Yohai
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344610
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Strong convergence of estimators in nonlinear autoregressive models, \(M\)-type penalized splines with auxiliary scale estimation, Asymptotics for high dimensional regression \(M\)-estimates: fixed design results, Bootstrap approximation to the distribution of M-estimates in a linear model, Adaptive Huber regression on Markov-dependent data, A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs, SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models, Tobit regression model with parameters of increasing dimensions, Model averaging for M-estimation, A theorem on uniform convergence of stochastic functions with applications, Asymptotics for M-type smoothing splines with non-smooth objective functions, Asymptotic properties of one-step M-estimators, General \(M\)-estimation, Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint, Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors, M-test in linear models with negatively superadditive dependent errors, Consistency of MLE, LSE and M-estimation under mild conditions, Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components, Asymptotics of hierarchical clustering for growing dimension, Asymptotics for generalized estimating equations with large cluster sizes, Estimation of a multiplicative correlation structure in the large dimensional case, Debiased lasso for generalized linear models with a diverging number of covariates, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net, Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors, Robust inference for high‐dimensional single index models, Robust hypothesis testing in functional linear models, Asymptotic properties of M estimators in classical linear models with φ -mixing random errors, Robust high-dimensional tuning free multiple testing, Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates, Renewable Huber estimation method for streaming datasets, An exponential inequality and its application to \(M\) estimators in multiple linear models, ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels, Weak convergence of bounded influence regression estimates with applications to repeated significance testing, M-estimation in linear models under nonstandard conditions., Consistency of M-estimators of nonlinear signal processing models, A large sample study of randomly weighted bootstrap in linear models, A relative error-based estimation with an increasing number of parameters, Asymptotic property of \(M\) estimator in classical linear models under dependent random errors, Adaptive Huber Regression, On the consistency of M-estimate in a linear model obtained through an estimating equation, Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates, Strong consistency of M-estimates in linear models, Semiparametric estimation of warranty costs, Semi-varying coefficient models with a diverging number of components, M-estimation of the accelerated failure time model under a convex discrepancy function, Strong consistency of M-estimates in linear models, Asymptotic distribution of regression M-estimators, A linear approximation to the power function of a test, The asymptotics of MM-estimators for linear regression with fixed designs, A central limit theorem applicable to robust regression estimators, On the cumulants of affine equivariant estimators in elliptical families, Asymptotic efficiency of randomly weighted bootstrap for linear models, \(M\)-estimation of linear models with dependent errors, Unnamed Item, On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors, Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models, NonparametricM-quantile regression using penalised splines, A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing, Asymptotic behavior of iterative M-estimartors for location, Hypothesis testing in linear regression when \(k/n\) is large, Unnamed Item, Robust model selection in linear regression models using information complexity, M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models, An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems, A statistical learning assessment of Huber regression, Asymptotic behavior of general M-estimates for regression and scale with random carriers, M-estimators and gnostical estimators for identification of a regression model, Distributed adaptive Huber regression, Some contributions to M-estimation in linear models, Robust regression with both continuous and categorical predictors, Some remarks concerning the consistency of LS and LAD estimates of multiple regression, Robust estimation in certain heteroscedastic linear models when there are many parameters, The strong consistency of M-estimators in linear models, Asymptotic behavior of iterative m-estimators for the linear model, On solvability of an equation arising in the theory of m-estimates, Robust analysis of variance for a randomized block design, Asymptotic relations between L- and M-estimators in the linear model, Optimal prediction for linear regression with infinitely many parameters.
