Some contributions to M-estimation in linear models

DOI10.1016/S0378-3758(00)00078-1zbMATH Open0951.62058WikidataQ126858473 ScholiaQ126858473MaRDI QIDQ1579995FDOQ1579995

Publication date: 3 January 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality asymptotics strong consistency Bahadur representation M-estimation linear models analysis of variance least absolute deviations estimation weak consistency M-tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Cites Work

Approximation Theorems of Mathematical Statistics
Robust regression: Asymptotics, conjectures and Monte Carlo
A Note on Quantiles in Large Samples
Robust Statistics
Asymptotic Theory of Least Absolute Error Regression
Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
Title not available (Why is that?)
Title not available (Why is that?)
Strong representations for LAD estimators in linear models
Title not available (Why is that?)
Title not available (Why is that?)
Linear models. Least squares and alternatives
Two Stage Least Absolute Deviations Estimators
On M-processes and M-estimation
Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
Asymptotic behavior of M-estimators for the linear model
Weak and strong consistency of the least squares estimators in regression models
Title not available (Why is that?)
TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
Title not available (Why is that?)
Linear representation of M-estimates in linear models
Strong consistency of least squares estimates in multiple regression II
Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
Robust analysis of variance based upon a likelihood ratio criterion
Title not available (Why is that?)
Linear representation of \(M\)-estimates of multiple regression coefficients
Title not available (Why is that?)
Title not available (Why is that?)
M-methods in multivariate linear models
Title not available (Why is that?)
Strong consistency of M-estimates in linear models
On the consistency of M-estimate in a linear model obtained through an estimating equation
Title not available (Why is that?)
MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
Title not available (Why is that?)
Title not available (Why is that?)

Cited In (6)

\(M\)-estimation of linear models with dependent errors
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
Strong consistency of M-estimates in linear models
M-methods in multivariate linear models
M-Estimators in Regression Models

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