Some contributions to M-estimation in linear models

DOI10.1016/S0378-3758(00)00078-1MaRDI QIDQ1579995zbMATH OpenWikidataFDO

Authors Lincheng Zhao

Publication date 3 January 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptoticsstrong consistencyBahadur representationM-estimationlinear modelsanalysis of varianceleast absolute deviations estimationweak consistencyM-tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Cites work

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• A Note on Quantiles in Large Samples
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Approximation Theorems of Mathematical Statistics
• Asymptotic Theory of Least Absolute Error Regression
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Linear models. Least squares and alternatives
• Linear representation of M-estimates in linear models
• Linear representation of \(M\)-estimates of multiple regression coefficients
• M-methods in multivariate linear models
• MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
• On M-processes and M-estimation
• On the consistency of M-estimate in a linear model obtained through an estimating equation
• Robust Statistics
• Robust analysis of variance based upon a likelihood ratio criterion
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• Strong consistency of M-estimates in linear models
• Strong consistency of least squares estimates in multiple regression II
• Strong representations for LAD estimators in linear models
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• Two Stage Least Absolute Deviations Estimators
• Weak and strong consistency of the least squares estimators in regression models

Cited in

(6)

• \(M\)-estimation of linear models with dependent errors
• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
• Strong consistency of M-estimates in linear models
• M-methods in multivariate linear models
• M-Estimators in Regression Models

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