Bahadur representations of M-estimators and their applications in general linear models
From MaRDI portal
Publication:824581
DOI10.1186/S13660-018-1715-XzbMATH Open1497.62168OpenAlexW2805040974WikidataQ55273028 ScholiaQ55273028MaRDI QIDQ824581FDOQ824581
Authors: Hongchang Hu 
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1715-x
Recommendations
- \(M\)-estimation of linear models with dependent errors
- Linear representation of M-estimates in linear regression models with dependent errors
- scientific article; zbMATH DE number 6906792
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Asymptotic properties for M-estimators in linear models with dependent random errors
Bahadur representationlinear regression modelsnormal distributionM-estimaterate of strong convergence
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Cites Work
- On tail probabilities for martingales
- Nonlinear system theory: Another look at dependence
- Robust Statistics
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- \(M\)-estimation of linear models with dependent errors
- A class of robust and fully efficient regression estimators
- Weak dependence. With examples and applications.
- Strong representations for LAD estimators in linear models
- Generalized \(M\)-estimators for errors-in-variables regression
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- A new weak dependence condition and applications to moment inequalities
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
- Asymptotics of regressions with stationary and nonstationary residuals.
- On Koul's minimum distance estimators in the regression models with long memory moving averages.
- A new covariance inequality and applications.
- Title not available (Why is that?)
- Title not available (Why is that?)
- On linear models with long memory and heavy-tailed errors
- Weak dependence, models and some applications
- Probability and moment inequalities for sums of weakly dependent random variables, with applications
- Robust tests for linear regression models based on \(\tau\)-estimates
- New dependence coefficients. Examples and applications to statistics
- Inference for Linear Models with Dependent Errors
- Probability inequalities.
- Robust nonparametric regression estimation for dependent observations
- Weakly dependent chains with infinite memory
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Robust estimators for generalized linear models
- Robust and accurate inference for generalized linear models
- Asymptotic normality in partial linear models based on dependent errors
- Strong consistency of \(M\) estimator in linear model for negatively associated samples
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Title not available (Why is that?)
- Regression with outlier shrinkage
- An invariance principle for weakly dependent stationary general models
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Asymptotic properties for M-estimators in linear models with dependent random errors
- Asymptotics of \(M\)-estimation in nonlinear regression
- A note on strong consistency of least squares estimators in regression models with martingale difference errors
- Dependent Lindeberg central limit theorem and some applications
- Linear representation of M-estimates in linear models
- M-estimators in linear models with long range dependent errors
- Hilbert space representations of \(m\)-dependent processes
- Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors
- Large deviations and moderate deviations for \(m\)-negatively associated random variables
- Bahadur representation of nonparametric \(M\)-estimators for spatial processes
Cited In (11)
- Probability inequalities for sums of NSD random variables and applications
- \(M\)-estimation of linear models with dependent errors
- Linear representation of M-estimates in linear regression models with dependent errors
- Linear representation of M-estimates in linear models
- Bahadur representation for the nonparametric \(M\)-estimator under \(\alpha\)-mixing dependence
- Weak linear representation of M-estimation in GLMs with dependent errors
- Bahadur representation of \(M_m\) estimates
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
This page was built for publication: Bahadur representations of M-estimators and their applications in general linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q824581)
