Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
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Publication:3168551
DOI10.1080/03610926.2012.657329zbMath1319.62071MaRDI QIDQ3168551
Publication date: 31 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.657329
62F12: Asymptotic properties of parametric estimators
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
62F35: Robustness and adaptive procedures (parametric inference)
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- Asymptotics of estimators in semi-parametric model under NA samples
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- Robust Statistics