M-estimation for dependent random variables

DOI10.1016/S0167-7152(02)00084-6zbMATH Open0996.62024WikidataQ57816114 ScholiaQ57816114MaRDI QIDQ1613086FDOQ1613086

Authors Reinhard Furrer

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencydependent dataM-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3755673 (Why is no real title available?)
• scientific article; zbMATH DE number 3507807 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• Asymptotics of minimum distance estimator in linear regression models under strong mixing
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• Further remarks on robust estimation in dependent situations
• General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Minimum distance estimation in linear models with long-range dependent errors
• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust estimation in dependent situations
• Some aspects of generalm-estimation theory for dependent random variables

Cited in

(2)

• Some aspects of generalm-estimation theory for dependent random variables
• Jackknife estimator for an \(m\)-dependent stationary process

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