Pages that link to "Item:Q1116225"
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The following pages link to Strong representations for LAD estimators in linear models (Q1116225):
Displaying 26 items.
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- GPS position time-series analysis based on asymptotic normality of M-estimation (Q727438) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases (Q1176293) (← links)
- Expansions for statistics involving the mean absolute deviations (Q1206660) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Application of Bernstein polynomials for smooth estimation of a distribution and density function (Q1611823) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
- Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095) (← links)
- On multivariate quantile regression (Q1869072) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
- GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
- Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940) (← links)
- Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
