Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
From MaRDI portal
Publication:1582374
DOI10.1016/S0378-3758(99)00218-9zbMath0997.62050WikidataQ127098295 ScholiaQ127098295MaRDI QIDQ1582374
Igor Vajda, Friedrich Liese, Alain F. Berlinet
Publication date: 14 November 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Bahadur representations of M-estimators and their applications in general linear models, M-test in linear models with negatively superadditive dependent errors, On robust testing for conditional heteroscedasticity in time series models, Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise, \(M\)-estimation of linear models with dependent errors, On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors, On asymptotic normality in nonlinear regression, ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES, Weak linear representation of M-estimaton in GLMs with dependent errors, Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Consistent estimators in nonlinear regression for a noncompact parameter space
- Asymptotic theory of least squares estimator of a particular nonlinear regression model
- Strong consistency of least squares estimates in multiple regression II
- The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Asymptotic theory of nonlinear least squares estimation
- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
- Consistency of maximum likelihood and Bayes estimates
- Behavior of robust estimators in the regression model with dependent errors
- Mixing: Properties and examples
- Consistency of \(M\)-estimates in general regression models
- M-estimators of structural parameters in pseudolinear models.
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Conditions equivalent to consistency of approximate MLE's for stochastic processes
- A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates
- Weak convergence and empirical processes. With applications to statistics
- On asymptotically optimal estimates for general observations
- Parameter estimation in a regression model with random coefficient autoregressive errors
- On the measurability and consistency of minimum contrast estimates
- The estimation of frequency
- A General Approach to the Optimality of Minimum Distance Estimators
- On frequency estimation
- Weak and strong consistency of the least squares estimators in regression models
- Correcting for nonlinear measurement errors in the dependent variable in the general linear model
- Change-Point Estimation as a Nonlinear Regression Problem
- Asymptotic theory of least squares estimator of a nonlinear time series regression model
- On the estimation of a harmonic component in a time series with stationary independent residuals
- Convergence of stochastic processes
- Preface