Linear representation of M-estimates in linear models

DOI10.2307/3315607MaRDI QIDQ4036387zbMATH OpenOpenAlexFDO

Authors Lincheng Zhao, C. R. Rao

Publication date 16 May 1993

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315607

zbMATH Keywords

Bahadur representationconvex functionleast absolute deviations\(M\)- estimateLAD estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• A Note on Quantiles in Large Samples
• Probability Inequalities for Sums of Independent Random Variables
• Probability Inequalities for the Sum of Independent Random Variables

Cited in

(29)

• A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices
• Asymptotic properties for M-estimators in linear models with dependent random errors
• Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
• Omnibus tests for the error distribution in the linear regression model
• An exponential inequality and its application to \(M\) estimators in multiple linear models
• Bootstrap approximation to the distribution of M-estimates in a linear model
• On complete convergence for weighted sums of NA random fields
• scientific article; zbMATH DE number 3940427 (Why is no real title available?)
• On complete convergence for weighted sums of asymptotically linear negatively dependent random field
• Bahadur representations of M-estimators and their applications in general linear models
• scientific article; zbMATH DE number 3909550 (Why is no real title available?)
• A large sample study of randomly weighted bootstrap in linear models
• M-estimation in linear models under nonstandard conditions.
• Some contributions to M-estimation in linear models
• Law of iterated logarithm and consistent model selection criterion in logistic regression
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• M-test in linear models with negatively superadditive dependent errors
• Asymptotic representation of L-estimators and their relations to M-estimators
• A central limit theorem for weighted sums of associated random field
• Strong representations for LAD estimators in linear models
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• \(M\)-estimation of linear models with dependent errors
• Asymptotic efficiency of randomly weighted bootstrap for linear models
• Complete convergence for weighted sums of \(\rho^*\)-mixing random fields
• Some limit theorems for weighted sums of random variable fields
• Linear representation of M-estimates in linear regression models with dependent errors
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
• Linear representation of \(M\)-estimates of multiple regression coefficients
• On complete convergence for weighted sums of martingale-difference random fields

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