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

DOI10.1007/S00184-006-0111-6MaRDI QIDQ745533zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistencylinear modelasymptotic distributionlong-range dependenceS-estimator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• A General Qualitative Definition of Robustness
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• Convergence of integrated processes of arbitrary Hermite rank
• Functional stability of one-step GM-estimators in approximately linear regression
• General \(M\)-estimation
• M-estimators in linear models with long range dependent errors
• Multiple stochastic integrals with dependent integrators
• On asymptotics of t-type regression estimation in multiple linear model
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The asymptotics of S-estimators in the linear regression model
• Weak convergence to fractional brownian motion and to the rosenblatt process
• \(S\)-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)

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

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