A general asymptotic theory of M-estimators. II
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Publication:876770
zbMATH Open1185.62053MaRDI QIDQ876770FDOQ876770
Publication date: 27 April 2007
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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asymptotic normalitylinear regressionnonlinear regression\(M\)-estimatorsrobust estimatorsasymptotic variances and covariancesregression quintiles
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (19)
- On the strong consistency of asymptotic \(M\)-estimators
- Robust median estimator in logistic regression
- On asymptotic normality in nonlinear regression
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- Goodness-of-fit testing in interval censoring case 1
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- A simplified approach to M-estimation with application to two-stage estimators
- Robust median estimator for generalized linear models with binary responses
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- Asymptotic normality of M-estimates
- On asymptotically optimal estimates for general observations
- Continuity and differentiability of regression M functionals
- Asymptotics of M-estimators in two-phase linear regression models.
- Asymptotic Theory for M-Estimators of Boundaries
- Asymptotics of generalized \(S\)-estimators
- M-estimation for discrete data: Asymptotic distribution theory and implications
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