Strong consistency of M-estimates in linear models
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Cites work
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Asymptotic behavior of M-estimators for the linear model
- Computational aspects of adaptive combination of least squares and least absolute deviations estimators
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- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- Robust Estimation of a Location Parameter
- Robust regression: Asymptotics, conjectures and Monte Carlo
- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
Cited in
(32)- Global nonparametric estimation of conditional quantile functions and their derivatives
- On the consistency of M-estimate in a linear model obtained through an estimating equation
- A new class of consistent estimators for stochastic linear regressive models
- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
- Some contributions to M-estimation in linear models
- Consistency of M-estimators of nonlinear signal processing models
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
- M-estimators of structural parameters in pseudolinear models.
- An exponential inequality and its application to \(M\) estimators in multiple linear models
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
- A note on the strong consistency of M-estimates in linear models
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
- Asymptotic theory of outlier detection algorithms for linear time series regression models
- On solvability of an equation arising in the theory of m-estimates
- scientific article; zbMATH DE number 431884 (Why is no real title available?)
- scientific article; zbMATH DE number 4145172 (Why is no real title available?)
- scientific article; zbMATH DE number 4147326 (Why is no real title available?)
- Strong consistency of minimum contrast estimators with applications
- scientific article; zbMATH DE number 5511108 (Why is no real title available?)
- scientific article; zbMATH DE number 1284110 (Why is no real title available?)
- scientific article; zbMATH DE number 1553270 (Why is no real title available?)
- scientific article; zbMATH DE number 1829751 (Why is no real title available?)
- scientific article; zbMATH DE number 801102 (Why is no real title available?)
- scientific article; zbMATH DE number 857664 (Why is no real title available?)
- scientific article; zbMATH DE number 1409885 (Why is no real title available?)
- Robust M estimation of parameters in a linear system
- Boundedness of M-estimators for linear regression in time series
- scientific article; zbMATH DE number 4184676 (Why is no real title available?)
- Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors
- Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- Strong convergence of estimators as _n-minimisers of optimisation problems
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