Weak linear representation of M-estimaton in GLMs with dependent errors
From MaRDI portal
Publication:4975318
DOI10.1142/S0219493717500344zbMath1373.62387MaRDI QIDQ4975318
Publication date: 4 August 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Random weighting method for M-test in linear model with dependent errors, Difference-based M-estimator of generalized semiparametric model with NSD errors
Cites Work
- Unnamed Item
- Robust estimators for generalized linear models
- Asymptotic expansion of the posterior density in high dimensional generalized linear models
- A local maximum likelihood estimator for Poisson regression
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
- Structural modeling of measurement error in generalized linear models with Rasch measures as covariates
- The strong consistency of M-estimators in linear models
- \(M\)-estimation of linear models with dependent errors
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Robust inference for generalized linear models with application to logistic regression
- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust tests in generalized linear models with missing responses
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Resistant estimators in Poisson and gamma models with missing responses and an application to outlier detection
- Asymptotics for a censored generalized linear model with unknown link function
- Robust estimation in generalized linear models: the density power divergence approach
- Robust inference in the negative binomial regression model with an application to falls data
- Robust Inference for Generalized Linear Models
- Inference for Linear Models with Dependent Errors
- Robust Estimation of a Location Parameter
- An Asymptotic Expansion for Posterior Distributions
- Central limit theorems for time series regression
- Robust estimation in the logistic regression model