Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors
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Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
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- A General Approach to the Optimality of Minimum Distance Estimators
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- Asymptotic theory of least squares estimator of a nonlinear time series regression model
- Asymptotic theory of least squares estimator of a particular nonlinear regression model
- Asymptotic theory of nonlinear least squares estimation
- Behavior of robust estimators in the regression model with dependent errors
- Change-Point Estimation as a Nonlinear Regression Problem
- Conditions equivalent to consistency of approximate MLE's for stochastic processes
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Consistency of M-estimates in general regression models
- Consistency of maximum likelihood and Bayes estimates
- Consistent estimators in nonlinear regression for a noncompact parameter space
- Convergence of stochastic processes
- Correcting for nonlinear measurement errors in the dependent variable in the general linear model
- M-estimators of structural parameters in pseudolinear models.
- Mixing: Properties and examples
- Necessary and sufficient conditions for consistency of generalized M- estimates
- On asymptotically optimal estimates for general observations
- On frequency estimation
- On the estimation of a harmonic component in a time series with stationary independent residuals
- On the measurability and consistency of minimum contrast estimates
- Parameter estimation in a regression model with random coefficient autoregressive errors
- Preface
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Strong consistency of least squares estimates in multiple regression II
- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
- The estimation of frequency
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- Weak and strong consistency of the least squares estimators in regression models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(13)- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- Bahadur representations of M-estimators and their applications in general linear models
- \(M\)-estimation of linear models with dependent errors
- On asymptotic normality in nonlinear regression
- Consistency of M-estimates in general nonlinear regression models
- Necessary and sufficient conditions for consistency of generalized M- estimates
- M-test in linear models with negatively superadditive dependent errors
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Robust estimation in parametric time series models under long- and short-range-dependent structures
- Weak linear representation of M-estimation in GLMs with dependent errors
- M-type estimators of regression function with applications
- On robust testing for conditional heteroscedasticity in time series models
- Strong convergence of estimators as _n-minimisers of optimisation problems
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