Finite sample properties of adaptive regression estimators

DOI10.1080/07474939508800321MaRDI QIDQ4853100zbMATH OpenOpenAlexFDO

Authors Pin T. Ng

Publication date 13 December 1995

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939508800321

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Cites work

• A penalty method for nonparametric estimation of the logarithmic derivative of a density function
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Adaptive \(L\)-estimation for linear models
• Adaptive estimation in time series regression models
• Adaptive estimation of regression models via moment restrictions
• Adaptive maximum likelihood estimators of a location parameter
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Asymptotic relations between L- and M-estimators in the linear model
• scientific article; zbMATH DE number 193093 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• On adaptive estimation
• Regression Quantiles
• Rejection of Outliers
• Robust Estimation of a Location Parameter
• Smoothing Spline Score Estimation
• Tests of linear hypotheses based on regression rank scores

Describes a project that uses

Uses Software

• R

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