Pages that link to "Item:Q1333193"
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The following pages link to Consistency of \(M\)-estimates in general regression models (Q1333193):
Displaying 35 items.
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- Sensitivity analysis of \(M\)-estimates (Q1359399) (← links)
- General \(M\)-estimation (Q1372221) (← links)
- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374) (← links)
- \(M\)-estimation for dependent random variables (Q1613086) (← links)
- M-estimators of structural parameters in pseudolinear models. (Q1775164) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Symmetric regression quantile and its application to robust estimation for the nonlinear regression model (Q1888304) (← links)
- Conditions equivalent to consistency of approximate MLE's for stochastic processes (Q1890721) (← links)
- How to measure the error of an \(M\)-estimate and report it conservatively (Q1898395) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- On asymptotically optimal estimates for general observations (Q1965884) (← links)
- Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
- Consistency of global LSE for MA(1) models (Q2070587) (← links)
- Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
- Robust estimation of parameters in nonlinear ordinary differential equation models (Q2416522) (← links)
- On consistent statistical procedures in regression (Q2502143) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- <i>M</i>-Estimator of a Generalized Linear Model with Measurement Errors (Q3083801) (← links)
- (Q3138663) (← links)
- A note on the consistency of estimators in the analysis of moment structures (Q3330328) (← links)
- General m-esttmators and applications to bounded influence estimation for non-linear regression (Q3333909) (← links)
- Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models (Q3455252) (← links)
- Convergence of M-estimators (Q3984795) (← links)
- (Q3986987) (← links)
- Consistency of the least median of squares estimator in nonlinear regression (Q4337043) (← links)
- (Q4364305) (← links)
- Change-Point Estimation as a Nonlinear Regression Problem (Q4375874) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- (Q5389667) (← links)
- (Q5389858) (← links)
- (Q5389870) (← links)
