Asymptotic theory of least distances estimate in multivariate linear models
DOI10.1080/02331889008802260zbMATH Open0714.62048OpenAlexW1966457895MaRDI QIDQ3200399FDOQ3200399
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
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asymptotic normalityconsistent estimatorspatial medianasymptotic relative efficiencyleast squares estimatormultivariate linear modelasymptotic inferencemultivariate mediantests of linear hypothesesleast distance estimatorGauss-Markoff linear model
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
Cited In (27)
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- Bootstrapping least distance estimator in the multivariate regression model
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- The quarter median
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- The multivariate least-trimmed squares estimator
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- Asymptotic distribution of regression M-estimators
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- Multivariate spatial sign and rank methods
- A multivariate Wilcoxon regression estimate
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- Multivariate generalized S-estimators
- WeightedL1-estimates for a VAR(p) time series model
- Uniqueness of the least‐distances estimator in regression models with multivariate response
- Permutation tests using least distance estimator in the multivariate regression model
- Influence Functions and Efficiencies of k-Step Hettmansperger–Randles Estimators for Multivariate Location and Regression
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