Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors

DOI10.1016/S0378-3758(99)00218-9zbMATH Open0997.62050WikidataQ127098295 ScholiaQ127098295MaRDI QIDQ1582374FDOQ1582374

Authors: Friedrich Liese, Igor Vajda, Alain Berlinet 

Publication date: 14 November 2002

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

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zbMATH Keywords

M-estimatorsregression quantilesperiodic time series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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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
• Consistency of M-estimates in general nonlinear regression models
• On asymptotic normality in nonlinear regression
• 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 \(\varepsilon_n\)-minimisers of optimisation problems

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