Estimation of central shapes of error distributions in linear regression problems

DOI10.1007/s10463-012-0360-2zbMath1440.62272MaRDI QIDQ1934473

Yanyan Li

Publication date: 28 January 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0360-2

zbMATH Keywords

regression; subsampling; \(L _{p }\) estimator; centre exponent

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G30: Order statistics; empirical distribution functions

62G32: Statistics of extreme values; tail inference

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