Pages that link to "Item:Q1354473"

The following pages link to A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473):

Displaying 50 items.

• Inference in functional linear quantile regression (Q2140865) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Statistical inference in massive datasets by empirical likelihood (Q2155010) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Block average quantile regression for massive dataset (Q2175645) (← links)
• An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
• Robust nonlinear regression estimation in null recurrent time series (Q2236875) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Measurement errors in quantile regression models (Q2294517) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• Optimal designs for rational regression models (Q2320960) (← links)
• Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← links)
• Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples (Q2392652) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors (Q2412818) (← links)
• Asymptotic properties for M-estimators in linear models with dependent random errors (Q2437863) (← links)
• On nonlinear regression estimator with denoised variables (Q2445822) (← links)
• Statistical inference based on robust low-rank data matrix approximation (Q2448728) (← links)
• The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)
• Local \(c\)- and \(E\)-optimal designs for exponential regression models (Q2502146) (← links)
• M-estimation for linear models with spatially-correlated errors (Q2567189) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
• A multistep protein lysate array quantification method and its statistical properties (Q2893373) (← links)
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION (Q2936836) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
• The Strong Consistency of<i>M</i>Estimator in a Linear Model for Negatively Dependent Random Samples (Q3083797) (← links)
• On the Functional Approach to Bayesian Efficient Designs for Nonlinear Regression Models (Q3167830) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators (Q3462374) (← links)
• An Enhanced Quantile Approach for Assessing Differential Gene Expressions (Q3506489) (← links)
• Rational Regression Models with Continuous Chebyshev Design (Q3562457) (← links)
• Weighted quantile regression with nonelliptically structured covariates (Q3626379) (← links)
• Optimal two-point designs for the michaelis-menten model with heteroscedastic errors (Q3842906) (← links)
• Linear representation of M-estimates in linear models (Q4036387) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Statistical inference on heteroscedastic models based on regression quantiles (Q4222481) (← links)
• Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression (Q4470117) (← links)
• (Q4574375) (← links)
• A resampling method by perturbing the estimating functions for quantile regression with missing data (Q4638857) (← links)
• Higher-Order Infinitesimal Robustness (Q4904731) (← links)
• Quantile Periodograms (Q4916511) (← links)
• Multiply Robust Estimation in Regression Analysis With Missing Data (Q4975567) (← links)
• GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
• Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data (Q5096670) (← links)
• Asymptotics for censored regression quantiles (Q5189263) (← links)
• Weighting Method for a Linear Mixed Model (Q5190596) (← links)
• Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
• Efficient inverse probability weighting method for quantile regression with nonignorable missing data (Q5280367) (← links)