Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
From MaRDI portal
Publication:6139770
Cites work
- scientific article; zbMATH DE number 3755673 (Why is no real title available?)
- scientific article; zbMATH DE number 3597130 (Why is no real title available?)
- scientific article; zbMATH DE number 1559161 (Why is no real title available?)
- scientific article; zbMATH DE number 1829751 (Why is no real title available?)
- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- scientific article; zbMATH DE number 801102 (Why is no real title available?)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- Asymptotic behavior of M-estimators for the linear model
- Asymptotic properties for M-estimators in linear models with dependent random errors
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors
- Exponential inequalities and inverse moment for NOD sequence
- Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables
- Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
- M-estimation for linear models with spatially-correlated errors
- Moderate deviations for M-estimators in linear models with -mixing errors
- Negative association of random variables, with applications
- Negatively superadditive dependence of random variables with applications.
- On consistency of the nearest neighbor estimator of the density function and its applications
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Precise large deviations for dependent random variables with heavy tails
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
- Some Concepts of Dependence
- Strong consistency of M-estimates in linear models
- Strong consistency of \(M\)-estimation in linear regression model with AANA errors
- The consistency for the weighted estimator of non-parametric regression model based on widely orthant-dependent errors
- The strong consistency of M-estimators in linear models
- The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- \(M\)-estimation of linear models with dependent errors
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
- scientific article; zbMATH DE number 5528991 (Why is no real title available?)
- scientific article; zbMATH DE number 5811143 (Why is no real title available?)
- 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
- scientific article; zbMATH DE number 5759445 (Why is no real title available?)
- Asymptotic theory of least distances estimate in multivariate linear models
- Precise asymptotics for the first moment of the error variance estimator in linear models
- Asymptotic relations between L- and M-estimators in the linear model
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
- scientific article; zbMATH DE number 3965181 (Why is no real title available?)
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)