The following pages link to Concavity and estimation (Q913397):
Displaying 28 items.
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Rank correlation estimators and their limiting distributions (Q451344) (← links)
- High dimensional data analysis using multivariate generalized spatial quantiles (Q632748) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Multivariate kurtosis in \(L_ 1\)-sense (Q1324547) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- Median balls: An extension of the interquantile intervals to multivariate distributions (Q1375106) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- \(L_{p}\)-estimators in ARCH models (Q1417811) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- On asymptotically optimal estimates for general observations (Q1965884) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
- \(M\)-functionals of multivariate scatter (Q2340850) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- Last passage times of minimum contrast estimators (Q2748386) (← links)
- Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
- Open and closed random walks with fixed edgelengths in $ \newcommand{\m}{\mathcal} \newcommand{\R}{\mathbb{R}} \R^d$ (Q3120029) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models (Q4580024) (← links)
- Two-Stage Importance Sampling With Mixture Proposals (Q5406362) (← links)
- Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation (Q6074047) (← links)
- M-estimators for models with a mix of discrete and continuous parameters (Q6123490) (← links)
