Asymptotic properties for M-estimators in linear models with dependent random errors
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- scientific article; zbMATH DE number 5811143
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
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- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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- Large deviations for \(M\)-estimators
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- M-estimation for linear models with spatially-correlated errors
- M-estimators in linear models with long range dependent errors
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- Moderate deviations for M-estimators in linear models with -mixing errors
- Moderate deviations for \(M\)-estimators
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Cited in
(18)- Bahadur representations of M-estimators and their applications in general linear models
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- \(M\)-estimation of linear models with dependent errors
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- A mote on mle's in linear models with non-normal or dependent errors
- scientific article; zbMATH DE number 5811143 (Why is no real title available?)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
- Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
- Some aspects of generalm-estimation theory for dependent random variables
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Huber-Dutter estimation of linear models with dependent errors
- Asymptotic distribution of least square estimators for linear models with dependent errors
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
- Asymptotic relations between L- and M-estimators in the linear model
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
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