scientific article; zbMATH DE number 224166
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Publication:5286549
zbMATH Open0773.62010MaRDI QIDQ5286549FDOQ5286549
Authors: Lincheng Zhao, C. R. Rao 
Publication date: 29 June 1993
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linear modelBayesian bootstrapconvex loss functionrandom weighting methodapproximate distribution of the \(M\)-estimatorsum of convex functions of residuals
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- General relative error criterion and M-estimation
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- A propensity score adjustment method for regression models with nonignorable missing covariates
- Distributed inference for the quantile regression model based on the random weighted bootstrap
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- Two step composite quantile regression for single-index models
- Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap
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- Asymptotic efficiency of randomly weighted bootstrap for linear models
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- Random weighting \(M\)-estimation for linear errors-in-variables models
- Empirical likelihood for least absolute relative error regression
- Testing in linear composite quantile regression models
- Bootstrap Inference for Panel Data Quantile Regression
- On bootstrapping \(M\)-estimated residual processes in multiple linear regression models
- Robust inference for subgroup analysis with general transformation models
- Optimal subsampling for least absolute relative error estimators with massive data
- Generalized bootstrap for estimating equations
- Quantile regression methods for first-price auctions
- Semiparametric regression in size-biased sampling
- Randomly weighted LAD-estimation for partially linear errors-in-variables models
- Approximation by randomly weighting method in censored regression model
- Recycled two-stage estimation in nonlinear mixed effects regression models
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation
- A large sample study of randomly weighted bootstrap in linear models
- Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
- Rank regression for accelerated failure time model with clustered and censored data
- Approximation by random weighting method for M-test in linear models
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
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