Asymptotic behavior of general M-estimates for regression and scale with random carriers

From MaRDI portal
Publication:3897855

DOI10.1007/BF00536192zbMath0451.62031MaRDI QIDQ3897855

Víctor J. Yohai, Ricardo Antonio Maronna

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items

Combining locally and globally robust estimates for regression, Robust mixture regression using the \(t\)-distribution, Robust allocation schemes for clinical trials with prognostic factors, A note on the computation of robust, bounded influence estimates and test statistics in regression, Robust estimation of parameters in a mixed unbalanced model, Convergence of the optimal M-estimator over a parametric family of M-estimators, High leverage points and vertical outliers resistant model selection in regression, Robust mixture regression modeling based on the generalized M (GM)-estimation method, Data driven robust estimation methods for fixed effects panel data models, Penalised robust estimators for sparse and high-dimensional linear models, Robustness and Tractability for Non-convex M-estimators, Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model, A comparison between two robust regression estimators by means of robust covariances, Bounded‐influence rank estimation in the linear model, A novel robust approach for analysis of longitudinal data, High-breakdown robust multivariate methods, Uniform asymptotics for S- and MM-regression estimators, The scale problem in robust regressionM- estimates, Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models, Robust estimation of stationary continuous‐time arma models via indirect inference, Longitudinal data analysis using \(t\)-type regression., A local breakdown property of robust tests in linear regression, Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation, Unnamed Item, Unnamed Item, Robust regression credibility: The influence function approach, Robust linear regression via bounded influence \(M\)-estimators, Adaptive robust regression with continuous Gaussian scale mixture errors, Applications of the asymmetric eigenvalue problem techniques to robust testing, Change-of-variance sensitivities in regression analysis, Strong consistency of M-estimates in linear models, General m-esttmators and applications to bounded influence estimation for non-linear regression, Robust m-estimators, Unnamed Item, Model checks for regression: an innovation process approach, Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors, M-estimators and gnostical estimators for identification of a regression model, M‐Estimates of regression when the scale is unknown and the error distribution is possibly asymmetric: A minimax result, Unnamed Item, Robust tests in nonlinear regression models, A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations, Unnamed Item, Consistency for least squares regression estimators with infinite variance data, Restricted \(M\)-estimation, Some results for robust GM-based estimators in heteroscedastic regression models, On model selection via stochastic complexity in robust linear regression, On the diversity of estimates., General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality, On solvability of an equation arising in the theory of m-estimates, On B-robust instrumental variable estimation of the linear model with panel data., On the asymptotic behavior of one-step estimates in heteroscedastic regression models.



Cites Work