Asymptotic properties for M-estimators in linear models with dependent random errors
DOI10.1016/J.JSPI.2013.12.005zbMATH Open1432.62206OpenAlexW2069497630MaRDI QIDQ2437863FDOQ2437863
Naihua Xiu, Jun Fan, Ailing Yan
Publication date: 13 March 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.12.005
linear modelM-estimatorsmoderate deviationslaw of the iterated logarithmstrong Bahadur representation
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Large deviations (60F10)
Cites Work
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Cited In (16)
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- Bahadur representations of M-estimators and their applications in general linear models
- 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
- Title not available (Why is that?)
- 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
- Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
- Huber-Dutter estimation of linear models with dependent errors
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random 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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