Pages that link to "Item:Q4311480"

The following pages link to One‐step M‐estimators in the linear model, with dependent errors (Q4311480):

Displaying 11 items.

• Confidence intervals based on robust regression (Q1399271) (← links)
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
• Noise benefits to robust M-estimation of location in dependent observations (Q2149632) (← links)
• A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
• Dependence among observations: Consequences and methods to deal with it (Q3976430) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression (Q4580419) (← links)
• The asymptotics for studentized K-Step M-Estimators of location (Q4865165) (← links)
• Asymptotic properties of one-step <i>M</i>-estimators (Q5076887) (← links)
• Application of one‐step method to parameter estimation in ODE models (Q6089166) (← links)