Pages that link to "Item:Q1354473"
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The following pages link to A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473):
Displaying 18 items.
- Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
- On Testing the Equality of Mean and Quantile Effects (Q5413559) (← links)
- Omnibus tests for the error distribution in the linear regression model (Q5435310) (← links)
- Weighted quantile regression with missing covariates using empirical likelihood (Q5739652) (← links)
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE (Q5741624) (← links)
- Some asymptotic results on bivariate quantile splines (Q5928939) (← links)
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
- Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
- Stable Asymptotics for <i>M</i>‐estimators (Q6086458) (← links)
- Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)
- From regression rank scores to robust inference for censored quantile regression (Q6180921) (← links)
- Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates (Q6190704) (← links)
- Optimal Subsampling Bootstrap for Massive Data (Q6190779) (← links)
- Bayesian multiple quantile regression for linear models using a score likelihood (Q6201431) (← links)
- Limit joint distribution of \(U\)-statistics, \(M\)-estimates, and sample quantiles (Q6545373) (← links)
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)
- Estimation and Inference for Multi-Kink Quantile Regression (Q6620934) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)