Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors

DOI10.1111/ANZS.12393MaRDI QIDQ6139770FDOQ6139770

Author name not available (Why is that?)

Publication date: 19 December 2023

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

strong consistencyasymptotic propertiesalmost sure convergenceBernstein-type inequalitymultivariate linear regression model\(M\)-estimator

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Some Concepts of Dependence
• \(M\)-estimation of linear models with dependent errors
• Negative association of random variables, with applications
• Precise large deviations for dependent random variables with heavy tails
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• Exponential inequalities and inverse moment for NOD sequence
• Negatively superadditive dependence of random variables with applications.
• The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples
• Title not available (Why is that?)
• Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
• M-estimation for linear models with spatially-correlated errors
• Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Asymptotic behavior of M-estimators for the linear model
• Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
• Title not available (Why is that?)
• Asymptotic properties for M-estimators in linear models with dependent random errors
• The strong consistency of M-estimators in linear models
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
• Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong consistency of M-estimates in linear models
• Title not available (Why is that?)
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS
• An exponential inequality and its application to \(M\) estimators in multiple linear models
• On consistency of the nearest neighbor estimator of the density function and its applications

Cited In (14)

• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotics of generalized \(M\)-estimation of regression and scale with fixed carriers, in an approximately linear model
• Asymptotics of a Theil-type estimate in multiple linear regression
• Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
• Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
• Title not available (Why is that?)
• Asymptotic theory of least distances estimate in multivariate linear models
• Precise asymptotics for the first moment of the error variance estimator in linear models
• Title not available (Why is that?)
• Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
• Asymptotic relations between L- and M-estimators in the linear model

This page was built for publication: Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6139770)