Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

DOI10.1007/S00184-006-0111-6zbMATH Open1433.62084OpenAlexW2047923864MaRDI QIDQ745533FDOQ745533

Authors: Degui Li, Jia Chen, Zhengyan Lin 

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0111-6

Recommendations

• Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• Random-design regression under long-range dependent errors
• Asymptotic optimal designs under long-range dependence error structure
• Randomized Fixed Design Regression under Long-Range-Dependent Errors
• Asymptotic properties for M-estimators in linear models with dependent random errors
• M-estimators in linear models with long range dependent errors

zbMATH Keywords

consistencylinear modelasymptotic distributionlong-range dependenceS-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Estimation of a Location Parameter
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Title not available (Why is that?)
• A General Qualitative Definition of Robustness
• General \(M\)-estimation
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Multiple stochastic integrals with dependent integrators
• The asymptotics of S-estimators in the linear regression model
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• On asymptotics of t-type regression estimation in multiple linear model
• M-estimators in linear models with long range dependent errors
• Functional stability of one-step GM-estimators in approximately linear regression
• \(S\)-estimation in the linear regression model with long-memory error terms under trend
• \(S\)-estimators in linear regression models with dependent error terms

Cited In (4)

• The S-estimator in the change-point random model with long memory
• Random-design regression under long-range dependent errors
• M-estimators in linear models with long range dependent errors
• \(S\)-estimators in linear regression models with dependent error terms

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