Strong consistency of M-estimates in linear models
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Publication:5903705
DOI10.1016/0047-259X(88)90120-0zbMath0649.62057MaRDI QIDQ5903705
Publication date: 1988
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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Global nonparametric estimation of conditional quantile functions and their derivatives, A new class of consistent estimators for stochastic linear regressive models, On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models, Some contributions to M-estimation in linear models, On solvability of an equation arising in the theory of m-estimates, Unnamed Item
Cites Work
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- Robust Estimation of a Location Parameter