Pages that link to "Item:Q5076887"

The following pages link to Asymptotic properties of one-step <i>M</i>-estimators (Q5076887):

Displaying 17 items.

• Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) (← links)
• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator (Q749082) (← links)
• On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter (Q891036) (← links)
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions (Q892018) (← links)
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
• Toward the notion of intrinsically linear models in nonlinear regression (Q2190771) (← links)
• A note on the one-step estimator for ultrahigh dimensionality (Q2511184) (← links)
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators (Q2790681) (← links)
• Simple and accurate one-sided inference based on a class of \(M\)-estimators (Q2813931) (← links)
• Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point (Q3803994) (← links)
• Conditions of Asymptotic Normality of One-Step M-Estimators (Q4558348) (← links)
• The asymptotics for studentized K-Step M-Estimators of location (Q4865165) (← links)
• Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
• On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
• Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation (Q6112445) (← links)
• Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process (Q6496900) (← links)