scientific article; zbMATH DE number 3894265

MaRDI QIDQ5186557zbMATH OpenFDO

Authors Jana Jurečková

Publication date 1984

Full work available at URL https://eudml.org/doc/27639

zbMATH Keywords

asymmetric distributionasymptotic distribution of the trimmed least squares estimatorasymptotic representationBahadur-type representation of regression quantilesi.i.d. error termsL-estimatorslinear modelrobust estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

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Cites work

• A Note on Quantiles in Large Samples
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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• scientific article; zbMATH DE number 3359602 (Why is no real title available?)
• Nonparametric Estimate of Regression Coefficients
• On some analogues to linear combinations of order statistics in the linear model
• Regression Quantiles
• Robust Statistics
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(16)

• Semiparametric quantile modelling of hierarchical data
• Adaptive choice of trimming proportion in trimmed least-squares estimation.
• Optimal tests for autoregressive models based on autoregression rank scores
• Distribution-function-based bivariate quantiles.
• Symmetric regression quantile and its application to robust estimation for the nonlinear regression model
• Estimation of quantile density function based on regression quantiles
• Trimmed, Bayesian and admissible estimators
• Flexible \(L\)-estimation in the linear model
• Risk measures in a quantile regression credibility framework with Fama/French data applications
• Least trimmed squares in nonlinear regression under dependence
• scientific article; zbMATH DE number 3958475 (Why is no real title available?)
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• scientific article; zbMATH DE number 97561 (Why is no real title available?)
• Regression quantiles and trimmed least squares estimator in the nonlinear regression model
• A p-subset property of \(L_ 1\) and regression quantile estimates
• Asymptotic relations between L- and M-estimators in the linear model

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