Pages that link to "Item:Q795448"
From MaRDI portal
The following pages link to The strong consistency of M-estimators in linear models (Q795448):
Displaying 18 items.
- A note on the strong consistency of M-estimates in linear models (Q263900) (← links)
- On the consistency of M-estimate in a linear model obtained through an estimating equation (Q1198992) (← links)
- Asymptotics of estimating equations under natural conditions. (Q1264523) (← links)
- A strongly consistent information criterion for linear model selection based on \(M\)-estimation (Q1291959) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
- An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
- On the strong consistency of asymptotic \(M\)-estimators (Q2643274) (← links)
- On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
- Strong consistency of the general rank estimator (Q2980115) (← links)
- (Q3138663) (← links)
- (Q4301700) (← links)
- (Q4526132) (← links)
- (Q4778441) (← links)
- (Q4866184) (← links)
- Weak linear representation of M-estimaton in GLMs with dependent errors (Q4975318) (← links)
- Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)