scientific article; zbMATH DE number 1054299
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Publication:4351934
zbMATH Open0876.62055MaRDI QIDQ4351934FDOQ4351934
Authors: Richard A. Davis, Wei Wu 
Publication date: 28 August 1997
Title of this publication is not available (Why is that?)
Recommendations
least squaresheavy tailed distributionslimiting distributionleast absolute deviation estimators\(M\)-estimatesboot strappingminimum dispersion estimate
Cited In (17)
- Some pathological regression asymptotics under stable conditions
- \(M\)-estimation of linear models with dependent errors
- Order of convergence of regression parameter estimates in models with infinite variance
- Title not available (Why is that?)
- Tail behavior of the least-squares estimator
- Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
- Title not available (Why is that?)
- M-estimation for autoregression with infinite variance
- Asymptotic distribution of regression M-estimators
- Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
- Inference for conditional value-at-risk of a predictive regression
- A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
- Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data
- Multivariate signed-rank tests in vector autoregressive order identification
- Asymptotic distribution of unibiased linear estimators in the presence of heavy-tailed stochastic regressors and residuals
- Least tail-trimmed squares for infinite variance autoregressions
- Measure of location-based estimators in simple linear regression
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