Pages that link to "Item:Q5903705"
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The following pages link to Strong consistency of M-estimates in linear models (Q5903705):
Displaying 18 items.
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- On the consistency of M-estimate in a linear model obtained through an estimating equation (Q1198992) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models (Q1380649) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
- Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576) (← links)
- On solvability of an equation arising in the theory of m-estimates (Q3135350) (← links)
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- (Q3604339) (← links)
- (Q4778441) (← links)
- BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES (Q5384847) (← links)
- Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space (Q6565311) (← links)
