S-estimators in linear regression models with dependent error terms

MaRDI QIDQ3367894zbMATH OpenFDO

Authors Long Chen, Lixin Zhang

Publication date 26 January 2006

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
• Asymptotic properties for LS estimators in EV regression model with dependent errors
• The asymptotics of S-estimators in the linear regression model
• \(S\)-estimation in the linear regression model with long-memory error terms under trend
• \(M\)-estimation of linear models with dependent errors

Cited in

(5)

• scientific article; zbMATH DE number 1159794 (Why is no real title available?)
• \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
• Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
• Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix
• \(S\)-estimation in the linear regression model with long-memory error terms under trend

This page was built for publication: \(S\)-estimators in linear regression models with dependent error terms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3367894)