scientific article; zbMATH DE number 801102
From MaRDI portal
Publication:4849522
zbMATH Open0832.62058MaRDI QIDQ4849522FDOQ4849522
Authors: Xi-Ru Chen, Lincheng Zhao
Publication date: 16 November 1995
Title of this publication is not available (Why is that?)
Recommendations
Cited In (14)
- Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models
- Linear representation of \(M\)-estimates of multiple regression coefficients
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Title not available (Why is that?)
- Some contributions to M-estimation in linear models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Strong consistency of M-estimates in linear models
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Strong consistency of M-estimates in linear models
- The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4849522)