The following pages link to (Q4943491):
Displaying 50 items.
- Residual empirical processes and qualitatively robust GM-tests in autoregression (Q263317) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- Robustness of GM-tests in autoregression against outliers (Q355295) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Asymptotics of \(M\)-estimation in nonlinear regression (Q705111) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- A tracking approach to parameter estimation in linear ordinary differential equations (Q902223) (← links)
- Testing for ellipsoidal symmetry: a comparison study (Q961151) (← links)
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
- Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach (Q1126145) (← links)
- Minimum distance estimators for random coefficient autoregressive models (Q1126147) (← links)
- Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model (Q1129455) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- On the quantile process based on the autoregressive residuals. (Q1299375) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- Minimum distance estimators (Q1338376) (← links)
- Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
- A note on the residual empirical process in autoregressive models (Q1380552) (← links)
- Rank regression with estimated scores (Q1380589) (← links)
- Minimum distance estimation in doubly censored two sample scale model (Q1399285) (← links)
- Non-linear wavelet-based density estimators under random censorship (Q1410576) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes (Q1593719) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967) (← links)
- Efficient estimation of the error distribution in a varying coefficient regression model (Q1695546) (← links)
- Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- A level crossing quantile estimation method (Q1807830) (← links)
- Adaptive estimation in a random coefficient autoregressive model (Q1816970) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- A distribution estimation method based on level crossings (Q1878831) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Koul-DeWet-type estimation in censored regression using the conditional empirical process (Q1901745) (← links)
- Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
- Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models (Q1962187) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
