Pages that link to "Item:Q1582374"
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The following pages link to Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors (Q1582374):
Displaying 13 items.
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise (Q958808) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- On asymptotic normality in nonlinear regression (Q1009728) (← links)
- Asymptotic properties of some classes of \(M\)-estimates (Q1280904) (← links)
- Necessary and sufficient conditions for consistency of generalized \(M\)- estimates (Q1902120) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
- Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370) (← links)
- Weak linear representation of M-estimaton in GLMs with dependent errors (Q4975318) (← links)
