Bahadur representations of M-estimators and their applications in general linear models
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Cites work
- scientific article; zbMATH DE number 5990555 (Why is no real title available?)
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- A class of robust and fully efficient regression estimators
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- A more general central limit theorem for m-dependent random variables with unbounded m
- A new covariance inequality and applications.
- A new weak dependence condition and applications to moment inequalities
- A note on strong consistency of least squares estimators in regression models with martingale difference errors
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- An invariance principle for weakly dependent stationary general models
- Asymptotic normality in partial linear models based on dependent errors
- Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
- Asymptotic properties for M-estimators in linear models with dependent random errors
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Asymptotics of \(M\)-estimation in nonlinear regression
- Asymptotics of regressions with stationary and nonstationary residuals.
- Bahadur representation of nonparametric \(M\)-estimators for spatial processes
- Dependent Lindeberg central limit theorem and some applications
- Generalized M-estimators for errors-in-variables regression
- Hilbert space representations of \(m\)-dependent processes
- Inference for Linear Models with Dependent Errors
- Large deviations and moderate deviations for \(m\)-negatively associated random variables
- Linear representation of M-estimates in linear models
- M-estimators in linear models with long range dependent errors
- Moderate deviations for M-estimators in linear models with -mixing errors
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- New dependence coefficients. Examples and applications to statistics
- Nonlinear system theory: Another look at dependence
- On Koul's minimum distance estimators in the regression models with long memory moving averages.
- On linear models with long memory and heavy-tailed errors
- On tail probabilities for martingales
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Probability inequalities.
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Regression with outlier shrinkage
- Robust Statistics
- Robust and accurate inference for generalized linear models
- Robust estimators for generalized linear models
- Robust nonparametric regression estimation for dependent observations
- Robust tests for linear regression models based on \(\tau\)-estimates
- Semiparametric estimation for partially linear models with -weak dependent errors
- Strong consistency of M estimator in linear model for negatively associated samples
- Strong representations for LAD estimators in linear models
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Weak dependence, models and some applications
- Weak dependence. With examples and applications.
- Weakly dependent chains with infinite memory
- \(M\)-estimation of linear models with dependent errors
Cited in
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- Probability inequalities for sums of NSD random variables and applications
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- Bahadur representation for the nonparametric M-estimator under -mixing dependence
- Bahadur representation of M_m estimates
- Weak linear representation of M-estimation in GLMs with dependent errors
- scientific article; zbMATH DE number 2017772 (Why is no real title available?)
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
- Asymptotic properties for M-estimators in linear models with dependent random errors
- scientific article; zbMATH DE number 6906792 (Why is no real title available?)
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