Asymptotic theory of least distances estimate in multivariate linear models

DOI10.1080/02331889008802260MaRDI QIDQ3200399zbMATH OpenOpenAlexFDO

Authors Zhidong Bai, Baiqi Miao, Xi-Ru Chen, C. R. Rao

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802260

zbMATH Keywords

asymptotic normalityconsistent estimatorspatial medianasymptotic relative efficiencyleast squares estimatormultivariate linear modelasymptotic inferencemultivariate mediantests of linear hypothesesleast distance estimatorGauss-Markoff linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• Asymptotic Theory of Least Absolute Error Regression
• Tests of Linear Hypotheses and l"1 Estimation
• Uniqueness of the spatial median

Cited in

(31)

• The asymptotic properties of the one-sample spatial rank methods
• Density of the least squares estimator in the multivariate linear model with arbitrary normal variables
• On the statistical efficiency of robust estimators of multivariate location
• Bootstrapping least distance estimator in the multivariate regression model
• MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
• Optimal tests for no contamination in symmetric multivariate normal mixtures
• On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series.
• Statistical inference on heteroscedastic models based on regression quantiles
• Bootstrapping Spatial Median for Location Problems
• The quarter median
• The multivariate least-trimmed squares estimator
• Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Influence functions and efficiencies of \(k\)-step Hettmansperger-Randles estimators for multivariate location and regression
• Affine-equivariant spatial median and its use in the multivariate multi-sample location problem
• Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
• Robust inference theory for non-regular time series models and its extensions
• Online robust estimation and bootstrap inference for function-on-scalar regression
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean
• Asymptotic distribution of regression M-estimators
• On multivariate quantile regression
• Multivariate spatial sign and rank methods
• A multivariate Wilcoxon regression estimate
• Robustness of least distances estimate in ultivariate linear models
• Multivariate generalized S-estimators
• WeightedL₁-estimates for a VAR(p) time series model
• A least distance estimator for a multivariate regression model using deep neural networks
• The application of multiple-output quantile regression to the US financial cycle
• Uniqueness of the least‐distances estimator in regression models with multivariate response
• Permutation tests using least distance estimator in the multivariate regression model

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